An offspring of multivariate extreme value theory: the \(\max\)-characteristic function

DOI10.1016/j.jmva.2016.10.007zbMath1352.60022arXiv1603.02575OpenAlexW2962942191MaRDI QIDQ730426

Michael Falk, Gilles Stupfler

Publication date: 28 December 2016

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

Full work available at URL: https://arxiv.org/abs/1603.02575

zbMATH Keywords

convergenceWasserstein metric\(\max\)-characteristic functionmultivariate extreme-value theory

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Characteristic functions; other transforms (60E10) Limit theorems in probability theory (60F99)

Related Items

Representations of \(\max\)-stable processes via exponential tilting, On a class of norms generated by nonnegative integrable distributions, The min-characteristic function: characterizing distributions by their min-linear projections

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