Max-stable processes and the functional D -norm revisited
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| 024 | 7 | 0 | |a 10.1007/s10687-014-0210-0 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10687-014-0210-0 | ||
| 245 | 0 | 0 | |a Max-stable processes and the functional D -norm revisited |h [Elektronische Daten] |c [Stefan Aulbach, Michael Falk, Martin Hofmann, Maximilian Zott] |
| 520 | 3 | |a Aulbach et al. (Extremes 16, 255283, 2013) introduced a max-domain of attraction approach for extreme value theory in C[0,1] based on functional distribution functions, which is more general than the approach based on weak convergence in de Haan and Lin (Ann. Probab. 29, 467483, 2001). We characterize this new approach by decomposing a process into its univariate margins and its copula process. In particular, those processes with a polynomial rate of convergence towards a max-stable process are considered. Furthermore we investigate the concept of differentiability in distribution of a max-stable processes. | |
| 540 | |a Springer Science+Business Media New York, 2014 | ||
| 690 | 7 | |a Max-stable process |2 nationallicence | |
| 690 | 7 | |a D -norm |2 nationallicence | |
| 690 | 7 | |a Functional max-domain of attraction |2 nationallicence | |
| 690 | 7 | |a Copula process |2 nationallicence | |
| 690 | 7 | |a Generalized Pareto process |2 nationallicence | |
| 690 | 7 | |a δ -neighborhood of generalized Pareto process |2 nationallicence | |
| 690 | 7 | |a Derivative of D -norm |2 nationallicence | |
| 690 | 7 | |a Distributional differentiability |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 Hofmann |D Martin |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 18/2(2015-06-01), 191-212 |x 1386-1999 |q 18:2<191 |1 2015 |2 18 |o 10687 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10687-014-0210-0 |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/s10687-014-0210-0 |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 Hofmann |D Martin |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 18/2(2015-06-01), 191-212 |x 1386-1999 |q 18:2<191 |1 2015 |2 18 |o 10687 | ||