On Domains of Attraction of Multivariate
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Seokhoon Yun
📂
Article
📅
1997
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Elsevier Science
🌐
English
⚖ 393 KB
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