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The asymptotics of multidimensional infinitely divisible distributions

โœ Scribed by A. L. Yakymiv


Publisher
Springer US
Year
1997
Tongue
English
Weight
428 KB
Volume
84
Category
Article
ISSN
1573-8795

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Multivariate Distributions from Mixtures
โœ Harry Joe; Taizhong Hu ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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