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• W2029222870 abstract "This paper explores the joint extreme-value behavior of discontinuous random variables. It is shown that as in the continuous case, the latter is characterized by the weak limit of the normalized componentwise maxima and the convergence of any compatible copula. Illustrations are provided and an extension to the case of triangular arrays is considered which sheds new light on recent work of Coles and Pauli (Stat Probab Lett 54:373–379, 2001) and Mitov and Nadarajah (Extremes 8:357–370, 2005). This leads to considerations on the meaning of the bivariate upper tail dependence coefficient of Joe (Comput Stat Data Anal 16:279–297, 1993) in the discontinuous case." @default.
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• W2029222870 date "2009-04-25" @default.
• W2029222870 modified "2023-10-03" @default.
• W2029222870 title "Asymptotics of joint maxima for discontinuous random variables" @default.
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• W2029222870 doi "https://doi.org/10.1007/s10687-009-0085-7" @default.
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