On the dependence function of Sibuya in multivariate extreme value theory (Q809504): Difference between revisions

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Property / cites work: Order Statistics of Samples from Multivariate Distributions / rank
 
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Latest revision as of 09:05, 24 June 2024

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On the dependence function of Sibuya in multivariate extreme value theory
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    On the dependence function of Sibuya in multivariate extreme value theory (English)
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    1991
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    multi-variate extreme value distributions
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    Kendall's representation
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    concave functions
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    limiting distributions of linearly normalized maxima
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    independent and identically distributed random vectors
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    Pickands' representation
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    p-function of Kingman
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    dependence function
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