D-Norms & Multivariate Extremes

  • Michael Falk
Part of the Springer Series in Operations Research and Financial Engineering book series (ORFE)


This chapter provides a smooth introduction to MEVT via D-norms. Standard references to MEVT are Balkema and Resnick (1977); de Haan and Resnick (1977); Resnick (1987); Vatan (1985); Beirlant et al. (2004); de Haan and Ferreira (2006), and Falk et al. (2011), among others. For the sake of completeness and for easier reference, we list some basics, starting with univariate extreme value theory.


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© Springer Nature Switzerland AG 2019

Authors and Affiliations

  • Michael Falk
    • 1
  1. 1.Fakultät für Mathematik und InformatikUniversität WürzburgWürzburgGermany

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