Title of article :
Multilevel clustering of extremes
Author/Authors :
Novak، نويسنده , , S.Y.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
Pages :
17
From page :
59
To page :
75
Abstract :
We investigate asymptotic properties of two-dimensional empirical point processes of exceedances (EPPE). We give an alternative description of the class of possible limit laws. Necessary and sufficient conditions for the weak convergence of one-dimensional EPPEs and complete convergence of two-dimensional EPPEs are established.
Keywords :
Extreme values , point processes , Complete convergence
Journal title :
Stochastic Processes and their Applications
Serial Year :
2002
Journal title :
Stochastic Processes and their Applications
Record number :
1577057
Link To Document :
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