Dependence properties of multivariate max-stable distributions
โ Scribed by Papastathopoulos, Ioannis; Tawn, Jonathan A.
- Book ID
- 122123250
- Publisher
- Elsevier Science
- Year
- 2014
- Tongue
- English
- Weight
- 242 KB
- Volume
- 130
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
A class of multivariate distributions that are mixtures of the positive powers of a max-infinitely divisible distribution are studied. A subclass has the property that all weighted minima or maxima belong to a given location or scale family. By choosing appropriate parametric families for the mixing
Several characterizations of multivariate stable distributions together with a characterization of multivariate normal distributions and multivariate stable distributions with Cauchy marginals are given. These are related to some standard characterizations of Marcinkiewicz.