Homogeneous distributions -- and a spectral representation of classical mean values and stable tail dependence functions
DOI10.1016/J.JMVA.2013.02.013zbMATH Open1283.60021OpenAlexW1978916282MaRDI QIDQ391606FDOQ391606
Authors: Paul Ressel 
Publication date: 10 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2013.02.013
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Cites Work
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- Convex geometry of max-stable distributions
- Bivariate Exponential Distributions
- Monotonicity properties of multivariate distribution and survival functions -- with an application to Lévy-frailty copulas
- Limit theory for multivariate sample extremes
- Functions operating on multivariate distribution and survival functions - With applications to classical mean-values and to copulas
- A characterization of Gumbel's family of extreme value distributions
Cited In (33)
- New characterizations of multivariate max-domain of attraction and \(D\)-norms
- The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation
- A comparison of dependence function estimators in multivariate extremes
- Multivariate generalized Pareto distributions: parametrizations, representations, and properties
- Hierarchical Archimax copulas
- Higher order alternating sequences
- A compendium of copulas
- Detecting breaks in the dependence of multivariate extreme-value distributions
- Subordinators which are infinitely divisible w.r.t. time: construction, properties, and simulation of max-stable sequences and infinitely divisible laws
- Composite pseudo-likelihood estimation for pair-tractable copulas such as Archimedean, Archimax and related hierarchical extensions
- An estimator of the stable tail dependence function based on the empirical beta copula
- Stochastic ordering in multivariate extremes
- Multivariate Archimax copulas
- Canonical spectral representation for exchangeable max-stable sequences
- On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions
- Max-stable random sup-measures with comonotonic tail dependence
- Right-truncated Archimedean and related copulas
- Extreme-value copulas associated with the expected scaled maximum of independent random variables
- Non-linear models for extremal dependence
- Copulas, stable tail dependence functions, and multivariate monotonicity
- Inference for Archimax copulas
- A note on bivariate Archimax copulas
- A continuous updating weighted least squares estimator of tail dependence in high dimensions
- Multivariate nonparametric estimation of the Pickands dependence function using Bernstein polynomials
- Empirical tail copulas for functional data
- On the structure of exchangeable extreme-value copulas
- Stable tail dependence functions -- some basic properties
- The tail dependograph
- A multivariate version of Williamson's theorem, \(\ell^1\)-symmetric survival functions, and generalized Archimedean copulas
- Equivalent representations of max-stable processes via \(\ell^p\)-norms
- Hoeffding-Sobol decomposition of homogeneous co-survival functions: from Choquet representation to extreme value theory application
- Sharp bounds on the survival function of exchangeable min-stable multivariate exponential sequences
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