On the dependence function of Sibuya in multivariate extreme value theory (Q809504)
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scientific article; zbMATH DE number 4213247
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| English | On the dependence function of Sibuya in multivariate extreme value theory |
scientific article; zbMATH DE number 4213247 |
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On the dependence function of Sibuya in multivariate extreme value theory (English)
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1991
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multi-variate extreme value distributions
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Kendall's representation
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concave functions
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limiting distributions of linearly normalized maxima
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independent and identically distributed random vectors
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Pickands' representation
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p-function of Kingman
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dependence function
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0.89244753
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0.8878496
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0.8840555
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0.8838432
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0.8704057
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