Filtern
Volltext vorhanden
- ja (8)
Gehört zur Bibliographie
- ja (8)
Dokumenttyp
Sprache
- Englisch (8)
Schlagworte
- SAS <Programm> (4)
- Zeitreihenanalyse (4)
- Box-Jenkins-Verfahren (2)
- Box–Jenkins Program (2)
- Frequency Domain (2)
- SAS (2)
- State-Space Models (2)
- Time Series Analysis (2)
- Time series analyses (2)
- Zustandsraummodelle (2)
- D-norm (1)
- Extremwertstatistik (1)
- Gesetz der kleinen Zahlen (1)
- Poisson-Prozess (1)
- Regressionsanalyse (1)
- Von Mises conditions (1)
- co-extremality coefficient (1)
- exchangeable D-norms (1)
- extremal exchangeable D-norms (1)
- extreme order statistics (1)
- extreme value distribution (1)
- extreme value theory (1)
- generalized Pareto distribution (1)
- generator of D-norm (1)
- multivariate exceedance (1)
- multivariate extreme value theory (1)
- multivariate max-domain of attraction (1)
Institut
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.