On multivariate extremal processes

DOI10.1006/JMVA.1993.1057zbMATH Open0786.60070OpenAlexW1973168314MaRDI QIDQ689342FDOQ689342

Alexander Gnedin

Publication date: 6 December 1993

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1993.1057

zbMATH Keywords

ranksPoisson processrecord timesexchangeabletriangular arrayrecords

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Cited In (13)

• On the relationships between the extreme values of two-dimensional random vectors
• On asymptotics of multivariate integrals with applications to records
• On the extremes of a class of nonstationary processes with heavy tailed innovations
• Title not available (Why is that?)
• Extremes of asymptotically spherical and elliptical random vectors
• Multivariate records and hitting scenarios
• Domination of sample maxima and related extremal dependence measures
• Asymptotic independence for unimodal densities
• Records from a multivariate normal sample
• On functional records and champions
• Probabilities of Concurrent Extremes
• No-tie conditions for large values of extremal processes
• Multiple maxima in multivariate samples

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