Extreme Value Limit Theory with Nonlinear Normalization

E. Pancheva
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E. Pancheva: Institute of Mathematics

A chapter in Extreme Value Theory and Applications, 1994, pp 305-318 from Springer

Abstract: Abstract This is a survey of limit theorems for cumulative maxima of independent random vectors in d-dimension with monotone normalization. We give a brief account of max-stable, max-selfdecomposable and max-semistable laws and obtain a probabilistic solution of the corresponding multivariate functional equations.

Keywords: Limit Theorem; Limit Theory; Exponent Function; Independent Random Vector; Extreme Order Statistic (search for similar items in EconPapers)
Date: 1994
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4613-3638-9_18

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DOI: 10.1007/978-1-4613-3638-9_18

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