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Document type:
Bachelorarbeit 
Author(s):
Spoida, Peter 
Title:
Modeling extreme events 
Abstract:
We introduce two models for multivariate maxima and threshold exceedances. The asymptotic distribution function of multivariate normalized maxima is obtained by representing multivariate extreme value distributions in terms of univariate generalized extreme value distributions and extreme value copulas. We give criteria for sequences of independent and identically distributed random variables to be in the maximum domain of attraction of a multivariate extreme value distribution. Using Pickands'...    »
 
Advisor:
Dr. Mai 
Referee:
Prof. Dr. Scherer 
Year:
2010 
Language:
en 
University:
Technische Universität München 
Faculty:
Fakultät für Mathematik