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Abstract

Multivariate extreme value (EV) distributions are introduced as limiting distributions of componentwise taken maxima. In contrast to the univariate case, the resulting statistical model is a nonparametric one. Some basic properties and first examples of multivariate EV dfs are dealt with in Section 12.1.

Keywords

Tail Dependence Asymptotic Independence Univariate Margin Canonical Parameter Parametric Extreme 
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© Birkhäuser Verlag AG 2007

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