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:
Article
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
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author Takahashi, Rinya
author_facet Takahashi, Rinya
author_sort Takahashi, Rinya
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description 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.
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spelling pubmed-83452952023-07-03 Domains of Attraction of Multivariate Extreme Value Distributions Takahashi, Rinya J Res Natl Inst Stand Technol Article 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. [Gaithersburg, MD] : U.S. Dept. of Commerce, National Institute of Standards and Technology 1994 /pmc/articles/PMC8345295/ /pubmed/37405283 http://dx.doi.org/10.6028/jres.099.053 Text en https://creativecommons.org/publicdomain/zero/1.0/The Journal of Research of the National Institute of Standards and Technology is a publication of the U.S. Government. The papers are in the public domain and are not subject to copyright in the United States. Articles from J Res may contain photographs or illustrations copyrighted by other commercial organizations or individuals that may not be used without obtaining prior approval from the holder of the copyright.
spellingShingle Article
Takahashi, Rinya
Domains of Attraction of Multivariate Extreme Value Distributions
title Domains of Attraction of Multivariate Extreme Value Distributions
title_full Domains of Attraction of Multivariate Extreme Value Distributions
title_fullStr Domains of Attraction of Multivariate Extreme Value Distributions
title_full_unstemmed Domains of Attraction of Multivariate Extreme Value Distributions
title_short Domains of Attraction of Multivariate Extreme Value Distributions
title_sort domains of attraction of multivariate extreme value distributions
topic Article
url 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
work_keys_str_mv AT takahashirinya domainsofattractionofmultivariateextremevaluedistributions

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