A characterization of Gumbel's family of extreme value distributions (Q914296)

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scientific article; zbMATH DE number 4149385
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    A characterization of Gumbel's family of extreme value distributions
    scientific article; zbMATH DE number 4149385

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      A characterization of Gumbel's family of extreme value distributions (English)
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      1989
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      extreme value distribution
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      Gumbel's family
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      regular variation
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      multivariate extremal distributions
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      dependence function
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      Archimedean copula
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      domains of attraction of Gumbel distributions
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