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New characterizations of multivariate Max-domain of attraction and D-Norms
Extremes ( IF 1.1 ) Pub Date : 2021-05-05 , DOI: 10.1007/s10687-021-00416-4
Michael Falk , Timo Fuller

In this paper we derive new results on multivariate extremes and D-norms. In particular we establish new characterizations of the multivariate max-domain of attraction property. The limit distribution of certain multivariate exceedances above high thresholds is derived, and the distribution of that generator of a D-norm on \({\mathbb R}^{d}\), whose components sum up to d, is obtained. Finally we introduce exchangeable D-norms and show that the set of exchangeable D-norms is a simplex.



中文翻译:

吸引和D范数的多元极大域的新表征

在本文中,我们得出关于多元极值和D范数的新结果。特别是,我们建立了吸引力属性的多元最大域的新特征。推导了高于高阈值的某些多元超出的极限分布,并获得了D-范数的生成器在\({\ mathbb R} ^ {d} \)上的分布,其分量总和为d。最后,我们介绍了可交换的D-范数,并证明了可交换的D-范数集是一个单纯形。

更新日期:2021-05-06
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