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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.
Autor principal: | Takahashi, Rinya |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
[Gaithersburg, MD] : U.S. Dept. of Commerce, National Institute of Standards and Technology
1994
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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 |
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