Multivariate distributions from mixtures of max-infinitely divisible distributions (Q1914699): Difference between revisions

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Latest revision as of 21:04, 19 March 2024

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Multivariate distributions from mixtures of max-infinitely divisible distributions
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    Multivariate distributions from mixtures of max-infinitely divisible distributions (English)
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    5 August 1996
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    max-stable
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    multivariate extreme value distribution
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    copula
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    positive dependence
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    Laplace transform
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    survival function
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    mixtures
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    powers of a max-infinitely divisible distribution
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    weighted minima
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    maxima
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    families of multivariate copulas
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    dependence structure
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    cumulative distribution functions
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    dependence properties
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    characterizations
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