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.
Keywords
- Point Process
- Survivor Function
- Dependence Function
- Finite Dimensional Distribution
- Probabilistic Aspect
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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
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