17 citations · 88 across the 18 of their papers we have counts for
Showing 2016Show all
2 papers · 1 filter
math.ST2016
Multivariate Order Statistics: The Intermediate Case
Michael Falk, Florian Wisheckel
Asymptotic normality of intermediate order statistics taken from univariate iid random variables is well-known. We generalize this result to random vectors in arbitrary dimension,…
math.PR2016
An Offspring of Multivariate Extreme-Value Theory: The Max-Characteristic Function
Michael Falk, Gilles Stupfler
This paper introduces max-characteristic functions (max-CFs), which are an offspring of multivariate extreme-value theory. A max-CF characterizes the distribution of a random vecto…