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

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.

1989 ◽  
Vol 21 (01) ◽  
pp. 231-232
Author(s):  
J. Hüsler

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 ◽  
Vol 20 (01) ◽  
pp. 235-236 ◽  
Author(s):  
Rinya Takahashi

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


1988 ◽  
Vol 20 (1) ◽  
pp. 235-236 ◽  
Author(s):  
Rinya Takahashi

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


Sign in / Sign up

Export Citation Format

Share Document