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Multivariate Extremes: Supplementary Concepts and Results

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Abstract

In this chapter we will deal with exceedances and upper order statistics (besides maxima), with the point process approach being central for these investigations. Extremes will be asymptotically represented by means of Poisson processes with intensity measures given by max-Lévy measures as introduced in Section 4.3.

Keywords

Poisson Process Point Process Empirical Process Generalize Pareto Distribution Central Sequence 
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© Springer Basel AG 2011

Authors and Affiliations

  1. 1.Institute of MathematicsUniversity of WürzburgWürzburgGermany
  2. 2.Department of Mathematical Statistics and Actuarial ScienceUniversity of BerneBernSwitzerland
  3. 3.Department of MathematicsUniversity of SiegenSiegenGermany

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