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A CHARACTERIZATION OF MULTIDIMENSIONAL EXTREME -VALUE DISTRIBUTIONS
2 references·1 citing·10 second hop
A CHARACTERIZATION OF MULTIDIMENSIONAL EXTREME -VALUE DISTRIBUTIONS (1977)A CHARACTERIZATION OF MULTIDIMENSIONAL EX…Max-infinite divisibility (1977)Max-infinite divisibilityLimit theory for multivariate sample extremes (1977)Limit theory for multivariate…Max-stable random sup-measures with comonotonic tail dependence (2016)Max-stable random sup-measure…Extremal Processes (1964)The structure of extremal processes (1973)Bivariate Extreme Value Theory: Models and Estimation (1988)Statistics for near independence in multivariate extreme values (1996)A Conditional Approach for Multivariate Extreme Values (with Discussion) (2004)Stochastic Finance: An Introduction in Discrete Time (2002)Statistics of Extremes (2004)Statistics of Extremes: Theory and Applications (2004)Estimating the limit distribution of multivariate extremes (1993)Limit Laws for Random Vectors with an Extreme Component (2005)
this work references cited by second hop

References

  • 1977Limit theory for multivariate sample extremes367 cited
  • 1977Max-infinite divisibility127 cited

Cited by

  • 2016Max-stable random sup-measures with comonotonic tail dependence25 cited

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