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Some properties of multivariate extreme value distributions and multivariate tail equivalence

โœ Scribed by Rinya Takahashi


Publisher
Springer Japan
Year
1987
Tongue
English
Weight
417 KB
Volume
39
Category
Article
ISSN
0020-3157

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On Domains of Attraction of Multivariate
โœ Seokhoon Yun ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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