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Domains of Attraction of Multivariate Extreme Value Distributions

Some necessary and sufficient conditions for domains of attraction of multivariate extreme value distributions are shown by using dependence functions. The joint asymptotic distribution of multivariate extreme statistics is also shown.

Detalles Bibliográficos
Autor principal: Takahashi, Rinya
Formato: Online Artículo Texto
Lenguaje:English
Publicado: [Gaithersburg, MD] : U.S. Dept. of Commerce, National Institute of Standards and Technology 1994
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8345295/
https://www.ncbi.nlm.nih.gov/pubmed/37405283
http://dx.doi.org/10.6028/jres.099.053