New characterizations of multivariate max-domain of attraction and D-norms

DOI10.1007/S10687-021-00416-4MaRDI QIDQ826005zbMATHOpenAlexFDO

Authors Michael Falk, Timo Fuller

Publication date 18 December 2021

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/s10687-021-00416-4

zbMATH Keywords

multivariate extreme value theory\(D\)-normco-extremality coefficientexchangeable \(D\)-normsextremal exchangeable \(D\)-normsgenerator of \(D\)-normmultivariate exceedancemultivariate max-domain of attraction

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited in

(3)

• The space of \(D\)-norms revisited
• Exceedance counts and GOD's order statistics
• Multivariate extreme value theory and D-norms

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