Extreme-value copulas associated with the expected scaled maximum of independent random variables
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Publication:1749979
DOI10.1016/j.jmva.2018.02.005zbMath1398.62130arXiv1802.10330OpenAlexW2787980158MaRDI QIDQ1749979
Publication date: 17 May 2018
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.10330
Infinitely divisible distributions; stable distributions (60E07) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32) Random number generation in numerical analysis (65C10)
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