Characterization of the D-Norm Corresponding to a Multivariate Extreme Value Distribution
It is well-known that a multivariate extreme value distribution can be represented via the D-Norm. However not every norm yields a D-Norm. In this thesis a necessary and sufficient condition is given for a norm to define an extreme value distribution. Applications of this theorem includes a new proo...
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| Format: | Doctoral Thesis |
| Language: | English |
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2009
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| Online Access: | https://opus.bibliothek.uni-wuerzburg.de/frontdoor/index/index/docId/3454 http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-41347 https://nbn-resolving.org/urn:nbn:de:bvb:20-opus-41347 https://opus.bibliothek.uni-wuerzburg.de/files/3454/Characterization_of_the_D_Norm.pdf |