The space of D -norms revisited
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| 008 | 210128e20150301xx s 000 0 eng | ||
| 024 | 7 | 0 | |a 10.1007/s10687-014-0204-y |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10687-014-0204-y | ||
| 245 | 0 | 4 | |a The space of D -norms revisited |h [Elektronische Daten] |c [Stefan Aulbach, Michael Falk, Maximilian Zott] |
| 520 | 3 | |a The theory of D-norms is an offspring of multivariate extreme value theory. We present recent results on D-norms, which are completely determined by a certain random vector called generator. In the first part it is shown that the space of D-norms is a complete separable metric space, if equipped with the Wasserstein-metric in a suitable way. Secondly, multiplying a generator with a doubly stochastic matrix yields another generator. An iteration of this multiplication provides a sequence of D-norms and we compute its limit. Finally, we consider a parametric family of D-norms, where we assume that the generator follows a symmetric Dirichlet distribution. This family covers the whole range between complete dependence and independence. | |
| 540 | |a Springer Science+Business Media New York, 2014 | ||
| 690 | 7 | |a Multivariate extreme value theory |2 nationallicence | |
| 690 | 7 | |a Max-stable distributions |2 nationallicence | |
| 690 | 7 | |a D -norm |2 nationallicence | |
| 690 | 7 | |a Generator of D -norm |2 nationallicence | |
| 690 | 7 | |a Doubly stochastic matrix |2 nationallicence | |
| 690 | 7 | |a Dirichlet distribution |2 nationallicence | |
| 690 | 7 | |a Dirichlet D -norm |2 nationallicence | |
| 700 | 1 | |a Aulbach |D Stefan |u Institute of Mathematics, University of Würzburg, Emil-Fischer-Str. 30, 97074, Würzburg, Germany |4 aut | |
| 700 | 1 | |a Falk |D Michael |u Institute of Mathematics, University of Würzburg, Emil-Fischer-Str. 30, 97074, Würzburg, Germany |4 aut | |
| 700 | 1 | |a Zott |D Maximilian |u Institute of Mathematics, University of Würzburg, Emil-Fischer-Str. 30, 97074, Würzburg, Germany |4 aut | |
| 773 | 0 | |t Extremes |d Springer US; http://www.springer-ny.com |g 18/1(2015-03-01), 85-97 |x 1386-1999 |q 18:1<85 |1 2015 |2 18 |o 10687 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10687-014-0204-y |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10687-014-0204-y |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Aulbach |D Stefan |u Institute of Mathematics, University of Würzburg, Emil-Fischer-Str. 30, 97074, Würzburg, Germany |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Falk |D Michael |u Institute of Mathematics, University of Würzburg, Emil-Fischer-Str. 30, 97074, Würzburg, Germany |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Zott |D Maximilian |u Institute of Mathematics, University of Würzburg, Emil-Fischer-Str. 30, 97074, Würzburg, Germany |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Extremes |d Springer US; http://www.springer-ny.com |g 18/1(2015-03-01), 85-97 |x 1386-1999 |q 18:1<85 |1 2015 |2 18 |o 10687 | ||