A characterization of Gumbel's family of extreme value distributions
type: Item
instance of: scholarly article
title: A characterization of Gumbel's family of extreme value distributions
zbMATH Open document ID: 0701.62060
DOI: 10.1016/0167-7152(89)90123-5
author: Christian Genest
author: Louis-Paul Rivest
published in: Statistics \& Probability Letters
publication date: 1989-01-01T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62E10
zbMATH DE Number: 4149385
zbMATH Keywords: extreme value distribution
zbMATH Keywords: Gumbel's family
zbMATH Keywords: regular variation
zbMATH Keywords: multivariate extremal distributions
zbMATH Keywords: dependence function
zbMATH Keywords: Archimedean copula
zbMATH Keywords: domains of attraction of Gumbel distributions
MaRDI profile type: Publication
full work available at URL: 0167-7152(89)90123-5
OpenAlex ID: W2079291561
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description: scientific article; zbMATH DE number 4149385