Convex geometry of max-stable distributions

Extremes

Volumn 11, Issue 3, 2008, Pages 235-259

  Molchanov, Ilya ^a  

^a UNIVERSITY OF BERN   (Switzerland)

Author keywords

Copula; Cross polytope; Max stable random vector; Norm; Spectral measure; Support function; Zonoid

Indexed keywords

EID: 49249135357     PISSN: 13861999     EISSN: 1572915X     Source Type: Journal    
DOI: 10.1007/s10687-008-0055-5     Document Type: Article

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