Dependence properties of multivariate max-stable distributions

DOI10.1016/j.jmva.2014.05.001zbMath1360.62248arXiv1210.8268OpenAlexW1963501666MaRDI QIDQ2252890

Ioannis Papastathopoulos, Jonathan A. Tawn

Publication date: 24 July 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1210.8268

zbMATH Keywords

inequalitiesmultivariate extremesmax-stable distributionsexponent measureconstrained estimators

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32)

Related Items

Conditional independence among max-stable laws, Extremes and regular variation

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