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Probabilistic Aspects of Multivariate Extremes

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Statistical Extremes and Applications

Part of the book series: NATO ASI Series ((ASIC,volume 131))

Abstract

The probabilistic theory of multivariate extreme values is reviewed, with emphasis on the limiting asymptotic distributions obtained for the extremes of i.i.d. sequences of random vectors.

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References

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Author information

Authors and Affiliations

  1. Université Paris VI, France

    Paul Deheuvels

Authors
  1. Paul Deheuvels
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Editor information

Editors and Affiliations

  1. Faculty of Sciences of Lisbon, Center for Statistics and Applications (I.N.I.C.), Academy of Sciences of Lisbon, Lisbon, Portugal

    J. Tiago de Oliveira

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© 1984 Springer Science+Business Media Dordrecht

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Deheuvels, P. (1984). Probabilistic Aspects of Multivariate Extremes. In: de Oliveira, J.T. (eds) Statistical Extremes and Applications. NATO ASI Series, vol 131. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-3069-3_9

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  • DOI: https://doi.org/10.1007/978-94-017-3069-3_9

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-90-481-8401-9

  • Online ISBN: 978-94-017-3069-3

  • eBook Packages: Springer Book Archive

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