A class of multivariate max-infinitely divisible distributions based on random scaling
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infinite divisibilitymultivariate distributionsmaximum domain of attractionsimulation algorithmextreme-value distributionexponent measure
Infinitely divisible distributions; stable distributions (60E07) Extreme value theory; extremal stochastic processes (60G70) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probabilistic models, generic numerical methods in probability and statistics (65C20)
Cites work
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