Domains of Attraction of Multivariate Extreme Value Distributions.

J Res Natl Inst Stand Technol

Kobe University of Mercantile Marine, Kobe, Hyogo 658, Japan.

Published: January 1994

Some necessary and sufficient conditions for domains of attraction of multivariate extreme value distributions are shown by using dependence functions. The joint asymptotic distribution of multivariate extreme statistics is also shown.

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Source
http://www.ncbi.nlm.nih.gov/pmc/articles/PMC8345295PMC
http://dx.doi.org/10.6028/jres.099.053DOI Listing

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