Implicit extremes and implicit max-stable laws

Scheffler, HP; Stoev, S

Stoev, S (reprint author), Univ Michigan, Dept Stat, 500 S State St, Ann Arbor, MI 48109 USA.

EXTREMES, 2017; 20 (2): 265

Abstract

Let X (1), ai , X (n) be iid random vectors and fae0 be a homogeneous non-negative function interpreted as a loss function. Let also k(n)=Argmax (i=1c......

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