Inequalities for the extremal coefficients of multivariate extreme value distributions

DOI10.1023/A:1020938210765zbMath1035.60013OpenAlexW1846669142MaRDI QIDQ1424669

Publication date: 16 March 2004

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1020938210765

zbMATH Keywords

inequality dependence measures extremal coefficient multivariate extreme value distribution self-consistency

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05)

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