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Limit laws for multidimensional extremes

โœ Scribed by Marie-Francoise Barme-Delcroix; Ursula Gather


Book ID
108267426
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
177 KB
Volume
77
Category
Article
ISSN
0167-7152

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๐Ÿ“œ SIMILAR VOLUMES


Extremal limit laws for a class of bivar
โœ Stuart Coles; Francesco Pauli ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 95 KB

It is well known that conventional extreme value limit laws break down for the Poisson distribution: no normalization can be found to avoid degeneracy of the limit law of sample maxima. Anderson et al. (Ann. Appl. Probab. 7 (1997) 953) tackled this problem with a triangular array argument, letting b