On the dependence function of Sibuya in multivariate extreme value theory

DOI10.1016/0047-259X(91)90089-KzbMATH Open0733.62057MaRDI QIDQ809504FDOQ809504

Authors: A. Obretenov 

Publication date: 1991

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

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zbMATH Keywords

concave functionsdependence functionindependent and identically distributed random vectorsKendall's representationlimiting distributions of linearly normalized maximamulti-variate extreme value distributionsp-function of KingmanPickands' representation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Statistical distribution theory (62E99) Representation and superposition of functions (26B40)

Cites Work

• Bivariate extreme statistics. I
• Title not available (Why is that?)
• Order Statistics of Samples from Multivariate Distributions
• Limit theory for multivariate sample extremes
• Domains of attraction of multivariate extreme value distributions
• Delphic semi-groups, infinitely divisible regenerative phenomena, and the arithmetic of p-functions

Cited In (2)

• Functional equations involving Sibuya's dependence function
• Nonparametric estimation of an extreme-value copula in arbitrary dimensions

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