{
  "id": "1303.2452",
  "version": "v4",
  "published": "2013-03-11T08:40:10.000Z",
  "updated": "2014-12-11T18:02:00.000Z",
  "title": "Max-stable processes and the functional D-norm revisited",
  "authors": [
    "Stefan Aulbach",
    "Michael Falk",
    "Martin Hofmann",
    "Maximilian Zott"
  ],
  "comment": "22 pages",
  "doi": "10.1007/s10687-014-0210-0",
  "categories": [
    "math.PR",
    "math.ST",
    "stat.TH"
  ],
  "abstract": "Aulbach et al. (2013) introduced a max-domain of attraction approach for extreme value theory in C[0,1] based on functional distribution functions, which is more general than the approach based on weak convergence in de Haan and Lin (2001). We characterize this new approach by decomposing a process into its univariate margins and its copula process. In particular, those processes with a polynomial rate of convergence towards a max-stable process are considered. Furthermore we investigate the concept of differentiability in distribution of a max-stable processes.",
  "revisions": [
    {
      "version": "v3",
      "updated": "2014-02-28T14:32:10.000Z",
      "comment": "20 pages",
      "journal": null,
      "doi": null
    },
    {
      "version": "v4",
      "updated": "2014-12-11T18:02:00.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60G70",
      "60E05"
    ],
    "keywords": [
      "functional d-norm",
      "max-stable processes",
      "functional distribution functions",
      "extreme value theory",
      "attraction approach"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 22,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2013arXiv1303.2452A"
    }
  }
}