An offspring of multivariate extreme value theory: the max-characteristic function
This paper introduces max-characteristic functions (max-CFs), which are an offspring of multivariate extreme-value theory. A max-CF characterizes the distribution of a random vector in Rd, whose components are nonnegative and have finite expectation. Pointwise convergence of max-CFs is shown to be e...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2017
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| Online Access: | http://eprints.nottingham.ac.uk/43808/ http://eprints.nottingham.ac.uk/43808/ http://eprints.nottingham.ac.uk/43808/ http://eprints.nottingham.ac.uk/43808/1/16-149-EiC_rev_v2%20Stupfler.pdf |