Add to ORKGnuloLet f be a k-variate function d efined on Ω Ϲ Rd and consider the problem of estimat.ing the extreme values of f and the corresponding extreme pooints in Ω. Conditions that will assure cornmon extreme points for the coordinate functions {fj L=l,... ,k will be discussed. Also t est for the asymptotic independence under weak convergence of the coordinate functions will be presented
AbstractAny multivariate distribution can occur as the limit of extreme values in a sequence of inde...
A number of existing results in the field of multivariate extreme value theory are presented, such a...
Extreme value modeling has been attracting the attention of researchers in diverse areas such as th...
Abst.ract: Le t. f b e a k-variate fun ct ion d efined on neRd and con sider the problem of es timat...
AbstractThe set of the functions H, which are limiting distributions of linearly normalized maxima o...
The study of multivariate extremes is dominated by multivariate regular variation, although it is we...
AbstractThe paper gives sufficient conditions for domains of attraction of multivariate extreme valu...
Multivariate extremes behave very differently under asymptotic dependence as compared to asymptotic ...
Cette thèse aborde deux sujets peu traités dans la littérature concernant le théorie des valeurs ext...
In multivariate extreme value analysis, the nature of the extremal dependence between variables shou...
AbstractPickands coordinates were introduced as a crucial tool for the investigation of bivariate ex...
This thesis presents a study of the extreme value theory and is focused on two subjects rarely analy...
AbstractWe discuss rates of convergence for the distribution of normalized sample extremes to the ap...
This paper introduces max-characteristic functions (max-CFs), which are an offspring of multivariate...
AbstractIt is well known that a bivariate distribution belongs to the domain of attraction of an ext...
AbstractAny multivariate distribution can occur as the limit of extreme values in a sequence of inde...
A number of existing results in the field of multivariate extreme value theory are presented, such a...
Extreme value modeling has been attracting the attention of researchers in diverse areas such as th...
Abst.ract: Le t. f b e a k-variate fun ct ion d efined on neRd and con sider the problem of es timat...
AbstractThe set of the functions H, which are limiting distributions of linearly normalized maxima o...
The study of multivariate extremes is dominated by multivariate regular variation, although it is we...
AbstractThe paper gives sufficient conditions for domains of attraction of multivariate extreme valu...
Multivariate extremes behave very differently under asymptotic dependence as compared to asymptotic ...
Cette thèse aborde deux sujets peu traités dans la littérature concernant le théorie des valeurs ext...
In multivariate extreme value analysis, the nature of the extremal dependence between variables shou...
AbstractPickands coordinates were introduced as a crucial tool for the investigation of bivariate ex...
This thesis presents a study of the extreme value theory and is focused on two subjects rarely analy...
AbstractWe discuss rates of convergence for the distribution of normalized sample extremes to the ap...
This paper introduces max-characteristic functions (max-CFs), which are an offspring of multivariate...
AbstractIt is well known that a bivariate distribution belongs to the domain of attraction of an ext...
AbstractAny multivariate distribution can occur as the limit of extreme values in a sequence of inde...
A number of existing results in the field of multivariate extreme value theory are presented, such a...
Extreme value modeling has been attracting the attention of researchers in diverse areas such as th...