A characterization of Gumbel's family of extreme value distributions
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Publication:914296
DOI10.1016/0167-7152(89)90123-5zbMath0701.62060OpenAlexW2079291561MaRDI QIDQ914296
Louis-Paul Rivest, Christian Genest
Publication date: 1989
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(89)90123-5
dependence functionregular variationextreme value distributionArchimedean copuladomains of attraction of Gumbel distributionsGumbel's familymultivariate extremal distributions
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)
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