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math.PR2010
Dependence of multivariate extremes
Clara Viseu, Luísa Pereira, Ana Paula Martins +1
We give necessary and sufficient conditions for two sub-vectors of a random vector with a multivariate extreme value distribution, corresponding to the limit distribution of the ma…
math.PR2010
On the multivariate upcrossings index
Clara Viseu, Luísa Pereira, Ana Paula Martins +1
The notion of multivariate upcrossings index of a stationary sequence is introduced and its main properties are derived, namely th…