On the dependence function of Sibuya in multivariate extreme value theory (Q809504)

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scientific article; zbMATH DE number 4213247
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On the dependence function of Sibuya in multivariate extreme value theory
scientific article; zbMATH DE number 4213247

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    On the dependence function of Sibuya in multivariate extreme value theory (English)
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    1991
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    multi-variate extreme value distributions
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    Kendall's representation
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    concave functions
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    limiting distributions of linearly normalized maxima
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    independent and identically distributed random vectors
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    Pickands' representation
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    p-function of Kingman
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    dependence function
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