Asymptotics of joint maxima for discontinuous random variables

DOI10.1007/S10687-009-0085-7zbMath1226.60080OpenAlexW2029222870MaRDI QIDQ650682

Christian Genest, Anne Feidt, Johanna G. Nešlehová

Publication date: 26 November 2011

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11850/20735

zbMATH Keywords

copulamaximumtriangular arraydiscrete distributionupper tail dependencejoint extremes

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Extreme value theory; extremal stochastic processes (60G70)

Related Items (2)

Using B-splines for nonparametric inference on bivariate extreme-value copulas ⋮ Rates of convergence for extremes of geometric random variables and marked point processes

Uses Software

• QRM

Cites Work

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• An introduction to copulas.
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• Maxima of Poisson-like variables and related triangular arrays
• Extremes of geometric variables with applications to branching processes.
• Asymptotics of maxima of discrete random variables
• Extremal limit laws for discrete random variables
• Extreme value theory for multivariate stationary sequences
• Limit distributions for the bivariate geometric maxima
• A Family of Bivariate Distributions Generated by the Bivariate Bernoulli Distribution
• Statistics of Extremes
• A Primer on Copulas for Count Data
• Extremal limit laws for a class of bivariate Poisson vectors

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