A characterization of Gumbel's family of extreme value distributions (Q914296)
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scientific article; zbMATH DE number 4149385
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A characterization of Gumbel's family of extreme value distributions |
scientific article; zbMATH DE number 4149385 |
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A characterization of Gumbel's family of extreme value distributions (English)
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1989
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extreme value distribution
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Gumbel's family
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regular variation
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multivariate extremal distributions
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dependence function
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Archimedean copula
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domains of attraction of Gumbel distributions
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