On the Kolmogorov Distance of Max-Stable Distributions

Fuente: arXiv
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Main Author: Hashorva, Enkelejd
Format: Preprint
Published: 2025
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author Hashorva, Enkelejd
author_facet Hashorva, Enkelejd
contents In this contribution, we derive explicit bounds on the Kolmogorov distance for multivariate max-stable distributions with Fréchet margins. We formulate those bounds in terms of (i) Wasserstein distances between de Haan representers, (ii) total variation distances between spectral/angular measures - removing the dimension factor from earlier results in the canonical sphere case - and (iii) discrepancies of the Psi-functions in the inf-argmax decomposition. Extensions to different margins and Archimax/clustered Archimax copulas are further discussed. Examples include logistic, comonotonic, independent and Brown-Resnick models.
format Preprint
id arxiv_https___arxiv_org_abs_2510_18094
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle On the Kolmogorov Distance of Max-Stable Distributions
Hashorva, Enkelejd
Probability
Applications
Methodology
Other Statistics
In this contribution, we derive explicit bounds on the Kolmogorov distance for multivariate max-stable distributions with Fréchet margins. We formulate those bounds in terms of (i) Wasserstein distances between de Haan representers, (ii) total variation distances between spectral/angular measures - removing the dimension factor from earlier results in the canonical sphere case - and (iii) discrepancies of the Psi-functions in the inf-argmax decomposition. Extensions to different margins and Archimax/clustered Archimax copulas are further discussed. Examples include logistic, comonotonic, independent and Brown-Resnick models.
title On the Kolmogorov Distance of Max-Stable Distributions
topic Probability
Applications
Methodology
Other Statistics
url https://arxiv.org/abs/2510.18094