Sharp bounds on the survival function of exchangeable min-stable multivariate exponential sequences
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Publication:6547788
DOI10.1515/demo-2023-0110MaRDI QIDQ6547788
Publication date: 31 May 2024
Published in: Dependence Modeling (Search for Journal in Brave)
exchangeabilitysupermodular orderBernstein functionextreme-value copulastable tail dependence functionmin-stabilitymultivariate exponential sequence
Infinitely divisible distributions; stable distributions (60E07) Extreme value theory; extremal stochastic processes (60G70) Exchangeability for stochastic processes (60G09)
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