A new family of bivariate max-infinitely divisible distributions

DOI10.1007/s00184-007-0158-zzbMath1247.60075MaRDI QIDQ451294

Enkelejd Hashorva

Publication date: 23 September 2012

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://boris.unibe.ch/26614/1/184_2007_Article_158.pdf

zbMATH Keywords

weak convergence; asymptotically spherical random vectors; extremes of triangular arrays; generalised symmetrised Dirichlet distributions; max-infinitely divisible distribution; Weibull max-domain of attraction

Mathematics Subject Classification ID

62H05: Characterization and structure theory for multivariate probability distributions; copulas

60G70: Extreme value theory; extremal stochastic processes

Related Items

Maxima of skew elliptical triangular arrays, Asymptotic behavior of bivariate Gaussian powered extremes, Extremes of weighted Dirichlet arrays

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