On the dependence function of Sibuya in multivariate extreme value theory
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Publication:809504
DOI10.1016/0047-259X(91)90089-KzbMath0733.62057MaRDI QIDQ809504
Publication date: 1991
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
dependence function; concave functions; independent and identically distributed random vectors; Kendall's representation; limiting distributions of linearly normalized maxima; multi-variate extreme value distributions; p-function of Kingman; Pickands' representation
62H10: Multivariate distribution of statistics
26B40: Representation and superposition of functions
62E99: Statistical distribution theory
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Cites Work
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- Bivariate extreme statistics. I
- Domains of attraction of multivariate extreme value distributions
- Order Statistics of Samples from Multivariate Distributions
- Limit theory for multivariate sample extremes
- Delphic semi-groups, infinitely divisible regenerative phenomena, and the arithmetic of p-functions