The maximum domain of attraction of multivariate extreme value distributions is small-Reference-Cited by-同舟云学术

The maximum domain of attraction of multivariate extreme value distributions is small

Published:2022-01-01 Issue:none Volume:27 Page:
ISSN:1083-589X
Container-title:Electronic Communications in Probability
language:
Short-container-title:Electron. Commun. Probab.

Author:

Leonetti Paolo¹,Chokami Amir Khorrami²

Affiliation:

1. Department of Economics, Università degli Studi dell’Insubria, via Monte Generoso 71, Varese 21100, Italy https://sites.google.com/site/leonettipaolo

2. ESOMAS Department, Università degli Studi di Torino, corso Unione Sovietica 128 bis, Turin 10134, Italy and Collegio Carlo Alberto, Piazza Arbarello 8, Turin 10122, Italy

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference24 articles.

1. Anderson, C. W.: Extreme value theory for a class of discrete distributions with applications to some stochastic processes, J. Appl. Probability 7, (1970), 99–113.

2. Aveni, A. and Leonetti, P.: Most numbers are not normal, Math. Proc. Cambridge Philos. Soc., to appear. DOI: 10.1017/S0305004122000469

3. Balcerzak, M. and Leonetti, P.: Convergent subseries of divergent series, Rend. Circ. Mat. Palermo (2) 71, (2022), no. 2, 879–886.

4. Ben Arous, G. and Kargin, V.: Free point processes and free extreme values, Probab. Theory Related Fields 147, (2010), no. 1-2, 161–183.

5. Ben Arous, G. and Voiculescu, D. V.: Free extreme values, Ann. Probab. 34, (2006), no. 5, 2037–2059.

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