Domain of Multivariate Attraction via Angular Decomposition

Communications in Statistics - Theory and Methods

Volumn 32, Issue 11, 2003, Pages 2109-2116

  Falk, Michael ^a  

^a UNIVERSITY OF WÜRZBURG   (Germany)

Author keywords

Angular decomposition; Domain of attraction; Multivariate extreme value distribution

Indexed keywords

CHARACTERIZATION; DECOMPOSITION; FUNCTIONS; SET THEORY;

ANGULAR DECOMPOSITION;

STATISTICAL METHODS;

EID: 0141957990     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/STA-120024470     Document Type: Article

References (8)

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3. Kotz, S., Nadarajah, S. (2000). Extreme Value Distributions. London: Imperial College Press.
4. Mardia, K. V. (1970). Families of Bivariate Distributions. London: Griffin.
5. Pickands, J. (1981). Multivariate extreme value distributions. In: Proc. 43th Session ISI (Buenos Aires), pp. 859-878.
6. Reiss, R.-D. (1989). Approximate distributions of order statistics. With Applications to Nonparametric Statistics. Springer Series in Statistics; New York: Springer.
7. Resnick, S. (1987). Extreme Values, Regular Variation, and Point Processes. New York: Springer.
8. Sibuya, M. (1960). Bivariate extreme statistics. Ann. Inst. Statist. Math. 11:105-210.