Variants of the graph dependent model in extreme value theory

DOI10.1080/03610928808829742MaRDI QIDQ3805536zbMATH OpenOpenAlexFDO

Authors Janos Galambos

Publication date 1988

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610928808829742

zbMATH Keywords

extreme value modelsgraph dependent model

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

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Cites work

• A note on the functional law of iterated logarithm for maxima of Gaussian sequences
• Extreme Values in Samples from m-Dependent Stationary Stochastic Processes
• Extreme Values in Uniformly Mixing Stationary Stochastic Processes
• Limit Theorems for the Maximum Term in Stationary Sequences
• On the Distribution of the Maximum of Random Variables

Cited in

(6)

• New exploratory tools for extremal dependence: \(\chi \) networks and annual extremal networks
• On the relationship between the discrete and continuous bounding moment problems and their numerical solutions
• One-component regular variation and graphical modeling of extremes
• scientific article; zbMATH DE number 850345 (Why is no real title available?)
• Graphical Models for Extremes
• Extremal independence in discrete random systems

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