Extreme value attractors for star unimodal copulas

Comptes Rendus Mathematique

Volumn 334, Issue 8, 2002, Pages 689-692

  Cuculescu, Ioan ^a   Theodorescu, Radu ^b  

^a UNIVERSITY OF BUCHAREST   (Romania)

^b UNIVERSITÉ LAVAL   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0038576155     PISSN: 1631073X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1631-073X(02)02322-1     Document Type: Article

References (10)

1. E. Bertin, I. Cuculescu, R. Theodorescu, Unimodality of Probability Measures, Kluwer Academic, Dordrecht, 1997.
2. P. Capéraà, A.-L. Fougères, C. Genest, Bivariate distributions with given extreme value attractor, J. Multivariate Anal. 72 (2000) 30-49.
3. I. Cuculescu, R. Theodorescu, Are copulas unimodal?, J. Multivariate Anal. (2002) (accepted with revision).
4. I. Cuculescu, R. Theodorescu, Unimodal copulas: maximum domain of attraction, Preprint nr. 01-02, University Laval, Department Math. Statist., 2001.
5. S.W. Dharmadhikari, K. Joag-dev, Unimodality, Convexity, and Applications, Academic Press, New York, 1988.
6. J. Galambos, The Asymptotic Theory of Extreme Order Statistics, 2nd ed., Krieger, Malabar, 1987.
7. R.B. Nelsen, An Introduction to Copulas, Springer, New York, 1999.
8. J. Pickands, Multivariate extreme value distributions, in: Proc. 43rd Session Internat. Statist. Inst., Buenos Aires, 1981, pp. 859-878.
9. A. Sklar, Fonctions de répartition à n dimensions et leurs marges, Publ. Inst. Statist. Univ. Paris 8 (1959) 229-231.
10. J.A. Tawn, Bivariate extreme value theory: Models and estimation, Biometrika 75 (1988) 397-415.