Sharp bounds on the survival function of exchangeable min-stable multivariate exponential sequences
DOI10.1515/DEMO-2023-0110MaRDI QIDQ6547788FDOQ6547788
Authors: Jan-Frederik Mai 
Publication date: 31 May 2024
Published in: Dependence Modeling (Search for Journal in Brave)
extreme-value copulaexchangeabilitystable tail dependence functionBernstein functionsupermodular ordermin-stabilitymultivariate exponential sequence
Infinitely divisible distributions; stable distributions (60E07) Extreme value theory; extremal stochastic processes (60G70) Exchangeability for stochastic processes (60G09)
Cites Work
- Homogeneous distributions -- and a spectral representation of classical mean values and stable tail dependence functions
- Title not available (Why is that?)
- Convex geometry of max-stable distributions
- MAX-stable models for multivariate extremes
- Comparison methods for stochastic models and risks
- Moments of convex distribution functions and completely alternating sequences
- Bernstein functions. Theory and applications
- Title not available (Why is that?)
- How rich is the class of processes which are infinitely divisible with respect to time?
- IDT processes and associated Lévy processes with explicit constructions
- Order Statistics of Samples from Multivariate Distributions
- Extreme-value copulas associated with the expected scaled maximum of independent random variables
- On the Interrelation between Dependence Coefficients of Extreme Value Copulas
- Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time
- Canonical spectral representation for exchangeable max-stable sequences
- On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions
- 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
- Relations between the spectral measures and dependence of MEV distributions
This page was built for publication: Sharp bounds on the survival function of exchangeable min-stable multivariate exponential sequences
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6547788)
