Point process convergence for symmetric functions of high-dimensional random vectors

DOI10.1007/S10687-023-00482-WMaRDI QIDQ6536819zbMATH OpenFDO

Authors Johannes Heiny, Carolin Kleemann

Publication date 14 May 2024

Published in Extremes (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10687-023-00482-W

zbMATH Keywords

extreme value theoryGumbel distributionhigh-dimensional datapoint process convergencePoisson processU-statistics

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Extreme value theory; extremal stochastic processes (60G70)

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Cited in

(1)

• Maximum interpoint distance of high-dimensional random vectors

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