On Domains of Attraction of Multivariate Extreme Value Distributions under Absolute Continuity-Reference-Cited by-同舟云学术

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On Domains of Attraction of Multivariate Extreme Value Distributions under Absolute Continuity

Published:1997-11 Issue:2 Volume:63 Page:277-295
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Yun Seokhoon

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference14 articles.

1. Convergence to bivariate limiting extreme value distributions;Berman;Ann. Inst. Statist. Math.,1961

2. The Asymptotic Theory of Extreme Order Statistics;Galambos,1987

3. Sur la distribution limite du terme maximum d'une série aléatoire;Gnedenko;Ann. Math.,1943

4. Limit theory for multivariate sample extremes;de Haan;Z. Wahrsch. Geb.,1977

5. Derivatives of regularly varying functions in Rdand domains of attraction of stable distributions;de Haan;Stochastic Process. Appl.,1979

Cited by 10 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Multivariate Extreme Value Theory;Wiley StatsRef: Statistics Reference Online;2023-08-28

2. The maximum domain of attraction of multivariate extreme value distributions is small;Electronic Communications in Probability;2022-01-01

3. Multivariate Extreme‐Value Theory;Wiley StatsRef: Statistics Reference Online;2014-09-29

4. Multivariate Extreme-Value Theory;Encyclopedia of Statistical Sciences;2006-08-15

5. Ch. 17. Extreme value theory, models and simulation;Handbook of Statistics;2003

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