1. Billingsley, P.: Convergence of Probability Measures. Wiley, New York (1968)
2. Coles, S.G., Tawn, J.A.: Modelling extreme multivariate events. J. R. Stat. Soc., B 53, 377–392 (1991)
3. Coles, S.G., Heffernan, J.E., Tawn, J.A.: Dependence measures for extreme value analyses. Extremes 2(4), 339–365 (1999)
4. Das, B., Resnick, S.I.: QQ plots, random sets and data from a heavy tailed distribution. Stoch. Models 24(1), 103–132 (2008). ISSN 1532-6349
5. Das, B., Resnick, S.I.: Conditioning on an extreme component: model consistency and regular variation on cones. http://arxiv.org/abs/0805.4373 (2009)