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.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
Cited by
2 articles.
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1. Extremes of weighted Dirichlet arrays;Extremes;2008-06-06
2. Multivariate option price models and extremes;Communications in Statistics - Theory and Methods;1996-01