A new family of bivariate max-infinitely divisible distributions

DOI10.1007/s00184-007-0158-zzbMath1247.60075OpenAlexW2031594645MaRDI QIDQ451294

Enkelejd Hashorva

Publication date: 23 September 2012

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://boris.unibe.ch/26614/1/184_2007_Article_158.pdf

zbMATH Keywords

weak convergenceasymptotically spherical random vectorsextremes of triangular arraysgeneralised symmetrised Dirichlet distributionsmax-infinitely divisible distributionWeibull max-domain of attraction

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Extreme value theory; extremal stochastic processes (60G70)

Related Items (3)

Maxima of skew elliptical triangular arrays ⋮ Asymptotic behavior of bivariate Gaussian powered extremes ⋮ Extremes of weighted Dirichlet arrays

Cites Work

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• On the theory of elliptically contoured distributions
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution
• Maxima of normal random vectors: Between independence and complete dependence
• A novel class of bivariate max-stable distributions
• The convex hull of a spherically symmetric sample
• Foundations of Modern Probability

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