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A note on the independence and total dependence of max i.d. distributions
Published online by Cambridge University Press: 01 July 2016
Abstract
We show that the simple characterizations given by Takahashi for the independence and the total dependence of a multivariate extreme value distribution do not hold for the larger class of maximum infinitely divisible (max i.d.) distributions. This holds also for sup self-decomposable distributions.
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- Letters to the Editor
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- Copyright © Applied Probability Trust 1989
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