TY  - JOUR
A1  - Falk, Michael
A1  - Fuller, Timo
T1  - New characterizations of multivariate Max-domain of attraction and D-Norms
JF  - Extremes
N2  - In this paper we derive new results on multivariate extremes and D-norms. In particular we establish new characterizations of the multivariate max-domain of attraction property. The limit distribution of certain multivariate exceedances above high thresholds is derived, and the distribution of that generator of a D-norm on R\(^{d}\), whose components sum up to d, is obtained. Finally we introduce exchangeable D-norms and show that the set of exchangeable D-norms is a simplex.
KW  - extremal exchangeable D-norms
KW  - multivariate extreme value theory
KW  - multivariate max-domain of attraction
KW  - D-norm
KW  - generator of D-norm
KW  - multivariate exceedance
KW  - co-extremality coefficient
KW  - exchangeable D-norms
Y1  - 2021
U6  - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:bvb:20-opus-269071
SN  - 1572-915X
VL  - 24
IS  - 4
ER  -