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Max-infinite divisibility and max-stability in infinite dimensions
5 references·1 citing·18 second hop
Max-infinite divisibility and max-stability in infinite dimensions (1985)Max-infinite divisibility and max-stabili…Multivariate Extreme Value Distributions (2000)Multivariate Extreme Value Di…The Asymptotic Theory of Extreme Order Statistics (1990)The Asymptotic Theory of Extr…A Spectral Representation for Max-stable Processes (1984)A Spectral Representation for…Max-infinite divisibility (1977)Max-infinite divisibilityLimit theory for multivariate sample extremes (1977)Limit theory for multivariate…Strong mixing properties of max-infinitely divisible random fields (2012)Strong mixing properties of m…Extreme Values, Regular Variation and Point Processes (1987)Extreme Value Theory : An Introduction (2006)Extreme Value Theory (2006)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)Estimating the limit distribution of multivariate extremes (1993)Limit Laws for Random Vectors with an Extreme Component (2005)Models for Stationary Max-Stable Random Fields (2002)Stationary max-stable fields associated to negative definite functions (2009)Likelihood-Based Inference for Max-Stable Processes (2010)Extreme Correlation of International Equity Markets (2001)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Prediction, Learning, and Games (2006)Dependence Measures for Extreme Value Analyses (1999)Statistical Modeling of Spatial Extremes (2012)
this work references cited by second hop

References

  • 1990The Asymptotic Theory of Extreme Order Statistics1,848 cited
  • 1984A Spectral Representation for Max-stable Processes521 cited
  • 1977Limit theory for multivariate sample extremes367 cited
  • 2000Multivariate Extreme Value Distributions282 cited
  • 1977Max-infinite divisibility127 cited

Cited by

  • 2012Strong mixing properties of max-infinitely divisible random fields28 cited

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