Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors
Any multivariate distribution can occur as the limit of extreme values in a sequence of independent, non-identically distributed random vectors. Under a reasonable uniform negligibility condition the class of such limit distribution can be totally characterized, which extends the known univariate results. In addition, some results on the dependence structure of a possible limit law are given, as for instance the independence, the positive lower orthant dependence or the association.
Year of publication: |
1989
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Authors: | Hüsler, J. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 31.1989, 1, p. 105-116
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Publisher: |
Elsevier |
Keywords: | multivariate extremes non i.i.d. random vectors u.a.n. condition limit laws dependence structure |
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