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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http://www.ncbi.nlm.nih.gov/pmc/articles/PMC8345295 | PMC |
http://dx.doi.org/10.6028/jres.099.053 | DOI Listing |
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