Two theorems from extreme value theory for interval valued events

DOI

10.2991/eusflat-19.2019.92How to use a DOI?

Keywords

Interval valued event Interval valued state Interval valued observable Joint interval valued observable Independence Convergence in distribution Fisher-Tippett-Gnedenko theorem Pickands-Balkema-de Haan theorem Excess interval valued distribution Maximum domain of attraction Generalized Pareto distribution Extreme value theory

Abstract

In papers \cite{BartkovaCunderlikova18, BartkovaCunderlikova18p} we proved the Fisher-Tippett-Gnedenko theorem and the Pickands-Balkema-de Haan theorem on family of intuitionistic fuzzy events. Since between the intuitionistic fuzzy events and the interval valued events exist a connection, so we try to prove these basic theorems from extreme value theory for interval valued events. We define the notion of independence and convergence in distribution for interval valued observables, too.

Copyright

© 2019, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Katarína Čunderlíková
PY  - 2019/08
DA  - 2019/08
TI  - Two theorems from extreme value theory for interval valued events
BT  - Proceedings of the 11th Conference of the European Society for Fuzzy Logic and Technology (EUSFLAT 2019)
PB  - Atlantis Press
SP  - 660
EP  - 667
SN  - 2589-6644
UR  - https://doi.org/10.2991/eusflat-19.2019.92
DO  - 10.2991/eusflat-19.2019.92
ID  - Čunderlíková2019/08
ER  -