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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：New extreme value theory for maxima of maxima
极大值 最大值 新极值理论
2023/4/18
Although advanced statistical models have been proposed to fit complex data better, the advances of science and technology have generated more complex data, e.g., Big Data, in which existing probabili...
On Extreme Value Processes and the Functional D-Norm
Extreme value process functional D-norm functional domain of at-traction copula process generalized Pareto process Takahashi’s Theorem
2011/9/21
Abstract: We introduce a functional domain of attraction approach for stochastic processes, which is more general than the usual one based on weak convergence. The distribution function G of a continu...