Sharp bounds on the survival function of exchangeable min-stable multivariate exponential sequences

extreme-value copula exchangeability stable tail dependence function Bernstein function supermodular order min-stability multivariate exponential sequence

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Extreme value theory; extremal stochastic processes (60G70) Exchangeability for stochastic processes (60G09)

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Cites work

scientific article; zbMATH DE number 1134711 (Why is no real title available?)
scientific article; zbMATH DE number 1418383 (Why is no real title available?)
Bernstein functions. Theory and applications
Canonical spectral representation for exchangeable max-stable sequences
Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time
Comparison methods for stochastic models and risks
Convex geometry of max-stable distributions
Extreme-value copulas associated with the expected scaled maximum of independent random variables
Homogeneous distributions -- and a spectral representation of classical mean values and stable tail dependence functions
How rich is the class of processes which are infinitely divisible with respect to time?
IDT processes and associated Lévy processes with explicit constructions
MAX-stable models for multivariate extremes
Moments of convex distribution functions and completely alternating sequences
On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions
On the interrelation between dependence coefficients of bivariate extreme value copulas
Order Statistics of Samples from Multivariate Distributions
Relations between the spectral measures and dependence of MEV distributions
Series Representation of Time-Stable Stochastic Processes
Subordinators which are infinitely divisible w.r.t. time: construction, properties, and simulation of max-stable sequences and infinitely divisible laws

Cited in

(1)

A note on the Galambos copula and its associated Berstein function

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