The maximum domain of attraction of multivariate extreme value distributions is small
نویسندگان
چکیده
Consider the set of Borel probability measures on Rk and endow it with topology weak convergence. We show that subset all which belong to domain attraction some multivariate extreme value distributions is dense first Baire category. In addition, analogue result holds in context free theory.
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ژورنال
عنوان ژورنال: Electronic Communications in Probability
سال: 2022
ISSN: ['1083-589X']
DOI: https://doi.org/10.1214/22-ecp501