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Limit Distributions of Multivariate Extreme Values in Nonstationary Sequences of Random Vectors

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Extreme Value Theory

Part of the book series: Lecture Notes in Statistics ((LNS,volume 51))

Abstract

We discuss conditions which characterize the limit distributions of multivariate extreme values in general nonstationary sequences of random vectors. We deal mainly with results such that the limit distributions can be found easily with the use of certain asymptotic independence properties. This paper extends known results for multivariate Gaussian sequences to non-Gaussian ones.

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Author information

Authors and Affiliations

  1. Department of Math. Statistics, University of Bern, Sidlerstr. 5, CH-3012, Bern, Switzerland

    J. Hüsler

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  1. J. Hüsler
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Editor information

Editors and Affiliations

  1. Institut für mathematische Statistik, Universität Bern, Sidlerstrasse 5, 3012, Bern, Switzerland

    Jürg Hüsler

  2. Universität Gesamthochschule Siegen, Hölderlinstr. 3, 5900, Siegen, Federal Republic of Germany

    Rolf-Dieter Reiss

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© 1989 Springer-Verlag Berlin Heidelberg

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Hüsler, J. (1989). Limit Distributions of Multivariate Extreme Values in Nonstationary Sequences of Random Vectors. In: Hüsler, J., Reiss, RD. (eds) Extreme Value Theory. Lecture Notes in Statistics, vol 51. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-3634-4_20

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  • DOI: https://doi.org/10.1007/978-1-4612-3634-4_20

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-0-387-96954-1

  • Online ISBN: 978-1-4612-3634-4

  • eBook Packages: Springer Book Archive

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