Multivariate distributions from mixtures of max-infinitely divisible distributions (Q1914699)
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English | 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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