On the Asymptotic Behavior of the Maximum and Record Values of Multivariate Data Using the R-ordering principle
By using a sup-norm, sufficient conditions for the convergence of multivariate extremes and the potential limit types were fully identified by Barakat et al. (2020a). In this paper, we prove an intriguing result that by using the sup-norm, the weak convergence of multivariate extremes to the Fréchet...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Bologna
2024-12-01
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| Series: | Statistica |
| Subjects: | |
| Online Access: | https://rivista-statistica.unibo.it/article/view/17805 |
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