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A CHARACTERIZATION OF MULTIDIMENSIONAL EXTREME -VALUE DISTRIBUTIONS · Study

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PreprintA CHARACTERIZATION OF MULTIDIMENSIONAL EXTREME -VALUE DISTRIBUTIONS

Laurens de Haan1977

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Preprintgreen1977

A CHARACTERIZATION OF MULTIDIMENSIONAL EXTREME -VALUE DISTRIBUTIONS

Laurens de Haan

26 citations·0/0 files stored·RePEc: Research Papers in Economics

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Probability and Risk Models Statistical Distribution Estimation and Applications Financial Risk and Volatility Modeling

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1977Limit theory for multivariate sample extremes 1977Max-infinite divisibility

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2016Max-stable random sup-measures with comonotonic tail dependence

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2005Limit Laws for Random Vectors with an Extreme Componentarticle · 2 shared references 1993Estimating the limit distribution of multivariate extremesarticle · 2 shared references 2005Extremal stochastic integrals: a parallel between max-stable processes and α-stable processesarticle · 2 shared references 1989Extreme value theory for multivariate stationary sequencesarticle · 2 shared references 1984Probabilistic Aspects of Multivariate Extremeschapter · 2 shared references 2019Modeling the Dependency between Extreme Prices of Selected Agricultural Products on the Derivatives Market Using the Linkage Functionarticle · 2 shared references

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Year1977

Typepreprint

Published1977-01-01

VenueRePEc: Research Papers in Economics

Languageen

Citations26

Files0 public / 0

ShelfProbability and Risk Models

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doi10.22004/ag.econ.272132

openalex_workW2802714436

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