caa a22 4500 605463948 CHVBK 20210128100255.0 cr unu---uuuuu 210128e20150601xx s 000 0 eng 10.1007/s10687-014-0210-0 doi (NATIONALLICENCE)springer-10.1007/s10687-014-0210-0 Max-stable processes and the functional D -norm revisited [Elektronische Daten] [Stefan Aulbach, Michael Falk, Martin Hofmann, Maximilian Zott] 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. Springer Science+Business Media New York, 2014 Max-stable process nationallicence D -norm nationallicence Functional max-domain of attraction nationallicence Copula process nationallicence Generalized Pareto process nationallicence δ -neighborhood of generalized Pareto process nationallicence Derivative of D -norm nationallicence Distributional differentiability nationallicence Aulbach Stefan Institute of Mathematics, University of Würzburg, Emil-Fischer-Str. 30, 97074, Würzburg, Germany aut Falk Michael Institute of Mathematics, University of Würzburg, Emil-Fischer-Str. 30, 97074, Würzburg, Germany aut Hofmann Martin Institute of Mathematics, University of Würzburg, Emil-Fischer-Str. 30, 97074, Würzburg, Germany aut Zott Maximilian Institute of Mathematics, University of Würzburg, Emil-Fischer-Str. 30, 97074, Würzburg, Germany aut Extremes Springer US; http://www.springer-ny.com 18/2(2015-06-01), 191-212 1386-1999 18:2<191 2015 18 10687 https://doi.org/10.1007/s10687-014-0210-0 text/html Onlinezugriff via DOI BK010053 XK010053 XK010000 Metadata rights reserved Springer special CC-BY-NC licence nationallicence 1 research-article jats NATIONALLICENCE NATIONALLICENCE NL-springer NATIONALLICENCE 856 40 https://doi.org/10.1007/s10687-014-0210-0 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Aulbach Stefan Institute of Mathematics, University of Würzburg, Emil-Fischer-Str. 30, 97074, Würzburg, Germany aut NATIONALLICENCE 700 1- Falk Michael Institute of Mathematics, University of Würzburg, Emil-Fischer-Str. 30, 97074, Würzburg, Germany aut NATIONALLICENCE 700 1- Hofmann Martin Institute of Mathematics, University of Würzburg, Emil-Fischer-Str. 30, 97074, Würzburg, Germany aut NATIONALLICENCE 700 1- Zott Maximilian Institute of Mathematics, University of Würzburg, Emil-Fischer-Str. 30, 97074, Würzburg, Germany aut NATIONALLICENCE 773 0- Extremes Springer US; http://www.springer-ny.com 18/2(2015-06-01), 191-212 1386-1999 18:2<191 2015 18 10687