Almost sure convergence of the stable tail empirical dependence function in multivariate extreme statistics

Yongcheng Qi

doi:10.1007/BF02015138

Almost sure convergence of the stable tail empirical dependence function in multivariate extreme statistics

Yongcheng Qi

Mathematics & Statistics

Research output: Contribution to journal › Article › peer-review

16 Scopus citations

Abstract

In this paper we prove the almost sure convergence of the stable tail empirical dependence function for multivariate extreme values.

Original language	English (US)
Pages (from-to)	167-175
Number of pages	9
Journal	Acta Mathematicae Applicatae Sinica
Volume	13
Issue number	2
DOIs	https://doi.org/10.1007/BF02015138
State	Published - 1997

Keywords

Almost sure convergence
Multivariate extreme value
Stable tail empirical dependence function

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10.1007/BF02015138

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title = "Almost sure convergence of the stable tail empirical dependence function in multivariate extreme statistics",

abstract = "In this paper we prove the almost sure convergence of the stable tail empirical dependence function for multivariate extreme values.",

keywords = "Almost sure convergence, Multivariate extreme value, Stable tail empirical dependence function",

author = "Yongcheng Qi",

year = "1997",

doi = "10.1007/BF02015138",

language = "English (US)",

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journal = "Acta Mathematicae Applicatae Sinica",

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PY - 1997

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AB - In this paper we prove the almost sure convergence of the stable tail empirical dependence function for multivariate extreme values.

KW - Almost sure convergence

KW - Multivariate extreme value

KW - Stable tail empirical dependence function

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Almost sure convergence of the stable tail empirical dependence function in multivariate extreme statistics

Abstract

Keywords

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