Asymptotic maxima of folded distributions with application to the multivariate extreme theory

Faculty Science Year: 2024
Type of Publication: ZU Hosted Pages:
Authors:
Journal: Journal of Computational and Applied Mathematics ElSEVIER Volume:
Keywords : Asymptotic maxima , folded distributions with application    
Abstract:
In this article, we reveal the relationship between the extreme value theory of a general continuous random variable and its fold. As a consequence of this study, we generalize various recent results pertaining to the asymptotic behavior of the extremes of multivariate random variables based on the logistic norm. We find an interesting finding that, the weak convergence of marginal maxima and minima to the Fréchet, or Weibull type, implies the convergence of multivariate maxima to those limit types, as we demonstrate using the logistic norm ||.||𝑝, 𝑝 ∈ [1, ∞]. Furthermore, the normalizing constants and limit types are independent of 𝑝. The theoretical results of the paper is supported by several illustrative cases.
   
     
 
       

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