On the dependence function of Sibuya in multivariate extreme value theory

DOI10.1016/0047-259X(91)90089-KzbMath0733.62057MaRDI QIDQ809504

A. Obretenov

Publication date: 1991

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

zbMATH Keywords

dependence functionconcave functionsindependent and identically distributed random vectorsKendall's representationlimiting distributions of linearly normalized maximamulti-variate extreme value distributionsp-function of KingmanPickands' representation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Representation and superposition of functions (26B40) Statistical distribution theory (62E99)

Related Items (1)

Nonparametric estimation of an extreme-value copula in arbitrary dimensions

Cites Work

• Unnamed Item
• Bivariate extreme statistics. I
• Domains of attraction of multivariate extreme value distributions
• Order Statistics of Samples from Multivariate Distributions
• Limit theory for multivariate sample extremes
• Delphic semi-groups, infinitely divisible regenerative phenomena, and the arithmetic of p-functions

This page was built for publication: On the dependence function of Sibuya in multivariate extreme value theory