On the dependence function of Sibuya in multivariate extreme value theory

A. Obretenov

Journal of Multivariate Analysis, 1991, vol. 36, issue 1, 35-43

Abstract: The set of the functions H, which are limiting distributions of linearly normalized maxima of n independent and identically distributed random vectors, is treated. It is shown that there is a connection between Pickands' representation for H and the one given by D. G. Kendall for the p-function of Kingman. This is realized through the dependence function of Sibuya.

Keywords: independent; and; identically; distributed; random; vectors; multivariate; extreme; value; distributions; dependence; function; p-function; of; Kingman; Pickands'; representation; Kendall's; representation; concave; functions (search for similar items in EconPapers)
Date: 1991
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(91)90089-K
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:36:y:1991:i:1:p:35-43

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().