Laurens de Haan

Limit theory for multivariate sample extremes

SummaryLet

Extremal; behaviour of solutions to a stochastic difference equation with applications to ARCH processes

\{ (X_n^{(1)} ),...,X_n^{(k)} ,{\text{ }}n\} \underset{\raise0.3em\hbox{

Stationary max-stable fields associated to negative definite functions

\smash{\scriptscriptstyle-}

Sea and Wind: Multivariate Extremes at Work

}}{ \geqslant } 1\}

Estimation of the Minimum of a Function Using Order Statistics

be k-dimensional iid random vectors. Necessary and sufficient conditions are found for the weak convergence of the maxima

On the estimation of high quantiles

\left\{ {\mathop {\text{V}}\limits_{j{\text{ = 1}}}^n X_j^{(1)} ,...,\mathop {\text{V}}\limits_{j{\text{ = 1}}}^n X_j^{(k)} } \right\}