A note on the independence and total dependence of max i.d. distributions
Keyword(s):
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.
1988 ◽
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pp. 235-236
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pp. 321-333
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