On the dependence function of Sibuya in multivariate extreme value theory

DOI10.1016/0047-259X(91)90089-KMaRDI QIDQ809504zbMATHFDO

Authors A. Obretenov

Publication date 1991

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

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)

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Cites work

• scientific article; zbMATH DE number 3592801 (Why is no real title available?)
• Bivariate extreme statistics. I
• Delphic semi-groups, infinitely divisible regenerative phenomena, and the arithmetic of p-functions
• Domains of attraction of multivariate extreme value distributions
• Limit theory for multivariate sample extremes
• Order Statistics of Samples from Multivariate Distributions

Cited in

(2)

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

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