The multivariate extremal index and the dependence structure of a multivariate extreme value distribution

Test ◽  
2005 ◽  
Vol 14 (2) ◽  
pp. 433-448 ◽  
Author(s):  
A. P. Martins ◽  
H. Ferreira
Keyword(s):  
Extreme Value Distribution ◽  
Extreme Value ◽  
Extremal Index ◽  
Value Distribution ◽  
Dependence Structure ◽  
Multivariate Extreme Value Distribution ◽  
Multivariate Extreme Value

scholarly journals Characterizations of a multivariate extreme value distribution

1988 ◽  
Vol 20 (01) ◽  
pp. 235-236 ◽  
Author(s):  
Rinya Takahashi
Keyword(s):  
Extreme Value Distribution ◽  
Extreme Value ◽  
Value Distribution ◽  
Multivariate Extreme Value Distribution ◽  
Multivariate Extreme Value

Characterizations of a multivariate extreme value distribution in terms of its marginals are established.

scholarly journals Characterizations of a multivariate extreme value distribution

1988 ◽  
Vol 20 (1) ◽  
pp. 235-236 ◽  
Author(s):  
Rinya Takahashi
Keyword(s):  
Extreme Value Distribution ◽  
Extreme Value ◽  
Value Distribution ◽  
Multivariate Extreme Value Distribution ◽  
Multivariate Extreme Value

Characterizations of a multivariate extreme value distribution in terms of its marginals are established.

scholarly journals A note on the independence and total dependence of max i.d. distributions

1989 ◽  
Vol 21 (1) ◽  
pp. 231-232 ◽  
Author(s):  
J. Hüsler
Keyword(s):  
Extreme Value Distribution ◽  
Extreme Value ◽  
Value Distribution ◽  
Multivariate Extreme Value Distribution ◽  
Infinitely Divisible ◽  
Total Dependence ◽  
Multivariate Extreme Value

We show that the simple characterizations given by Takahashi for the independence and the total dependence of a multivariate extreme value distribution do not hold for the larger class of maximum infinitely divisible (max i.d.) distributions. This holds also for sup self-decomposable distributions.

scholarly journals A note on the independence and total dependence of max i.d. distributions

1989 ◽  
Vol 21 (01) ◽  
pp. 231-232
Author(s):  
J. Hüsler
Keyword(s):  
Extreme Value Distribution ◽  
Extreme Value ◽  
Value Distribution ◽  
Multivariate Extreme Value Distribution ◽  
Infinitely Divisible ◽  
Total Dependence ◽  
Multivariate Extreme Value

We show that the simple characterizations given by Takahashi for the independence and the total dependence of a multivariate extreme value distribution do not hold for the larger class of maximum infinitely divisible (max i.d.) distributions. This holds also for sup self-decomposable distributions.

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