A Unified Criterion for the Domain of Attraction of Extreme-Value Distributions
โ Scribed by de Haan, L.
- Book ID
- 118226937
- Publisher
- Society for Industrial and Applied Mathematics
- Year
- 1995
- Tongue
- English
- Weight
- 575 KB
- Volume
- 39
- Category
- Article
- ISSN
- 0040-585X
- DOI
- 10.1137/1139021
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๐ SIMILAR VOLUMES
The paper gives sufficient conditions for domains of attraction of multivariate extreme value distributions. Under the assumption of absolute continuity of a multivariate distribution, the criteria enable one to examine, by using limits of some rescaled conditional densities, whether the distributio
The tail behaviour of many bivariate distributions with unit Frร echet margins can be characterised by the coe cient of tail dependence and a slowly varying function. We show that such a characterisation is not always possible, and neither implies nor is implied by the fact that the distribution bel