A characterization of Gumbel's family of extreme value distributions (Q914296): Difference between revisions

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Revision as of 01:36, 5 March 2024

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A characterization of Gumbel's family of extreme value distributions
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    A characterization of Gumbel's family of extreme value distributions (English)
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    1989
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    extreme value distribution
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    Gumbel's family
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    regular variation
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    multivariate extremal distributions
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    dependence function
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    Archimedean copula
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    domains of attraction of Gumbel distributions
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