Archimedean copulas, exchangeability, and max-stability

DOI10.2307/3215031zbMath0812.60022OpenAlexW4231567101MaRDI QIDQ4305641

Rocco Ballerini

Publication date: 14 May 1995

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215031

zbMATH Keywords

regular variationexchangeable sequence of random variablesmax-stable property

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stability and convergence of numerical methods for ordinary differential equations (65L20) Exchangeability for stochastic processes (60G09)

Related Items (5)

A dependent \(F^ \alpha\)-scheme ⋮ Extremal behavior of Archimedean copulas ⋮ Archimedean copulae and positive dependence ⋮ Conditional excess risk measures and multivariate regular variation ⋮ Tails of multivariate Archimedean copulas

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