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On the tails of infinitely divisible distributions

✍ Scribed by F. W. Steutel


Publisher
Springer
Year
1974
Tongue
English
Weight
167 KB
Volume
28
Category
Article
ISSN
1432-2064

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Multivariate Distributions from Mixtures
✍ Harry Joe; Taizhong Hu πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 717 KB

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