A characterization of gumbel's family of extreme value distributions

Statistics and Probability Letters

Volumn 8, Issue 3, 1989, Pages 207-211

  Genest, Christian ^a   Rivest, Louis Paul ^a  

^a UNIVERSITÉ LAVAL   (Canada)

Author keywords

Archimedean copula; dependence function; domain of attraction; extreme value distribution; Gumbel's family; regular variation

Indexed keywords

EID: 38249006076     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-7152(89)90123-5     Document Type: Article

References (13)

1. A class of bivariate distributions including the bivariate logistic
2. Convergence to bivariate limiting extreme value distributions
3. A family of distributions for modelling non-elliptically symmetric multivariate data
4. On the simultaneous associativity of F(x, y) and x + y − F(x, y)
5. Frank's family of bivariate distributions
6. Copules archimédiennes et familles de lois bidimensionnelles dont les marges sont données
7. Distributions des valeurs extrêmes en plusieurs dimensions
8. Extremal theory for stochastic processes
9. Domains of attraction of multivariate extreme value distributions
10. Properties of a one-parameter family of bivariate distributions with specified marginals
11. Bivariate extreme statistics