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Characterizations of a multivariate extreme value distribution

Published online by Cambridge University Press:  01 July 2016

Rinya Takahashi
Rinya Takahashi*
Affiliation:
Kobe University of Mercantile Marine
*
∗Postal address: Department of Applied Mathematics, Kobe University of Mercantile Marine, Fukae-Minami, Higashinada, Kobe 658, Japan.
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Abstract

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Characterizations of a multivariate extreme value distribution in terms of its marginals are established.

Keywords

UNIVARIATE MARGINALSDEPENDENCE FUNCTION

Information

Type
Letters to the Editor
Information
Advances in Applied Probability , Volume 20 , Issue 1 , March 1988, pp. 235 - 236
Copyright
Copyright © Applied Probability Trust 1988 

References

Galambos, J. (1978) The Asymptotic Theory of Extreme Order Statistics. Wiley, New York.Google Scholar
Takahashi, R. (1987) Some properties of multivariate extreme value distributions and multivariate tail equivalence. Ann. Inst. Statist. Math. To appear.Google Scholar