Multivariate distributions from mixtures of max-infinitely divisible distributions

Journal of Multivariate Analysis

Volumn 57, Issue 2, 1996, Pages 240-265

  Joe, Harry ^a   Hu, Taizhong ^b  

^a UNIVERSITY OF BRITISH COLUMBIA   (Canada)

^b UNIVERSITY OF SCIENCE AND TECHNOLOGY OF CHINA   (China)

Author keywords

Copula; Laplace transform; Max infinitely divisible; Max stable; Multivariate extreme value distribution; Positive dependence

Indexed keywords

EID: 0030140587     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1996.0032     Document Type: Article

References (20)

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