@phdthesis{Hofmann2009, author = {Hofmann, Daniel}, title = {Characterization of the D-Norm Corresponding to a Multivariate Extreme Value Distribution}, url = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-41347}, school = {Universit{\"a}t W{\"u}rzburg}, year = {2009}, abstract = {It is well-known that a multivariate extreme value distribution can be represented via the D-Norm. However not every norm yields a D-Norm. In this thesis a necessary and sufficient condition is given for a norm to define an extreme value distribution. Applications of this theorem includes a new proof for the bivariate case, the Pickands dependence function and the nested logistic model. Furthermore the GPD-Flow is introduced and first insights were given such that if it converges it converges against the copula of complete dependence.}, subject = {Kopula }, language = {en} }