Homogeneous distributions -- and a spectral representation of classical mean values and stable tail dependence functions

DOI10.1016/j.jmva.2013.02.013zbMath1283.60021OpenAlexW1978916282MaRDI QIDQ391606

Paul Ressel

Publication date: 10 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.02.013

zbMATH Keywords

spectral representationclassical mean valueco-survival functionfully \(d\)-increasinghomogeneous distributionstable tail dependence function

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Spaces of measures, convergence of measures (28A33) Convex sets in topological linear spaces; Choquet theory (46A55)

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Cites Work

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• Monotonicity properties of multivariate distribution and survival functions -- with an application to Lévy-frailty copulas
• Functions operating on multivariate distribution and survival functions - With applications to classical mean-values and to copulas
• A characterization of Gumbel's family of extreme value distributions
• Convex geometry of max-stable distributions
• Bivariate Exponential Distributions
• Limit theory for multivariate sample extremes
• Statistics of Extremes

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