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- W3159969882 abstract "Abstract 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 ${mathbb R}^{d}$ <mml:math xmlns:mml=http://www.w3.org/1998/Math/MathML> <mml:msup> <mml:mrow> <mml:mi>ℝ</mml:mi> </mml:mrow> <mml:mrow> <mml:mi>d</mml:mi> </mml:mrow> </mml:msup> </mml:math> , 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." @default.
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- W3159969882 date "2021-05-05" @default.
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- W3159969882 title "New characterizations of multivariate Max-domain of attraction and D-Norms" @default.
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- W3159969882 doi "https://doi.org/10.1007/s10687-021-00416-4" @default.
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