Convex geometry of max-stable distributions

DOI10.1007/S10687-008-0055-5zbMath1164.60003arXivmath/0603423OpenAlexW2116882631MaRDI QIDQ1003326

Ilya S. Molchanov

Publication date: 28 February 2009

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0603423

zbMATH Keywords

copulaspectral measurerandom setAumann expectationmax-dependence

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Geometric probability and stochastic geometry (60D05)

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