On Some Dependence Measures for Multivariate Extreme Value Distributions

2008 ◽  
pp. 171-180 ◽  
Author(s):  
Ishay Weissman
Keyword(s):  
Extreme Value ◽  
Extreme Value Distributions ◽  
Multivariate Extreme Value ◽  
Dependence Measures

scholarly journals On the copula for multivariate extreme value distributions

2012 ◽  
Vol 26 (3) ◽  
pp. 288-305
Author(s):  
Marco Aurélio Sanfins ◽  
Glauco Valle
Keyword(s):  
Extreme Value ◽  
Extreme Value Distributions ◽  
Multivariate Extreme Value

scholarly journals Dense classes of multivariate extreme value distributions

2013 ◽  
Vol 116 ◽  
pp. 109-129 ◽  
Author(s):  
Anne-Laure Fougères ◽  
Cécile Mercadier ◽  
John P. Nolan
Keyword(s):  
Extreme Value ◽  
Extreme Value Distributions ◽  
Multivariate Extreme Value
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