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

DOI10.1007/S10687-021-00416-4zbMATH Open1493.60086OpenAlexW3159969882MaRDI QIDQ826005FDOQ826005

Michael Falk, Timo Fuller

Publication date: 18 December 2021

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-021-00416-4

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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 (1)

• Exceedance counts and GOD's order statistics

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