ON THE DEPENDENCE FUNCTION OF SIBUYA IN MULTIVARIATE EXTREME VALUE THEORY

被引：1

作者：

OBRETENOV, A

机构：

[1] Bulgarian Academy of Sciences

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 1991年 / 36卷 / 01期

关键词：

INDEPENDENT AND IDENTICALLY DISTRIBUTED RANDOM VECTORS; MULTIVARIATE EXTREME VALUE DISTRIBUTIONS; DEPENDENCE FUNCTION; P-FUNCTION OF KINGMAN; PICKANDS REPRESENTATION; KENDALL REPRESENTATION; CONCAVE FUNCTIONS;

D O I：

10.1016/0047-259X(91)90089-K

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. © 1991.

引用

页码：35 / 43

页数：9

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