Variants of the graph dependent model in extreme value theory
Title:
Variants of the graph dependent model in extreme value theory
Author:
Galambos, Janes
Appeared in:
Communications in statistics
Paging:
Volume 17 (1988) nr. 7 pages 2211-2221
Year:
1988
Contents:
With a set X1, X2, .... Xn n random variables, a graph is associated whose vertices are the integers 1,2,..., n and whose edges represent those pairs i and j for which the events {Xi>X} and {Xj>X} do not become “almost independent” for “large X”. With a variety of assumption on the edge set of the graph, the asymptotic distribution of the extremes of the Xj, when properly normalized, is determined. This refines the earlier result of the present author on this kind of dependence, and extends and unifies several known dependent extreme value models.
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