(Multivariate) Pareto distribution, 41A25, 60E05, 60F05, 60F15, 60G70, 62G30, Aggregation, Central limit theorem, Dependence, Extreme value theorem, Geometrical quantiles, Multivariate extremes, Multivariate regular variation, Ordered statistics, QQ-plots, Rate of convergence, Second order regular variation, Sum of random vectors