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A new family of bivariate max-infinitely divisible distributions

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  • Enkelejd Hashorva

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  • Enkelejd Hashorva, 2008. "A new family of bivariate max-infinitely divisible distributions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 68(3), pages 289-304, November.
    • Handle: RePEc:spr:metrik:v:68:y:2008:i:3:p:289-304
    DOI: 10.1007/s00184-007-0158-z
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    References listed on IDEAS

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    1. Hashorva, Enkelejd, 2005. "Extremes of asymptotically spherical and elliptical random vectors," Insurance: Mathematics and Economics, Elsevier, vol. 36(3), pages 285-302, June.
    2. Hashorva, Enkelejd, 2006. "A novel class of bivariate max-stable distributions," Statistics & Probability Letters, Elsevier, vol. 76(10), pages 1047-1055, May.
    3. Hüsler, Jürg & Reiss, Rolf-Dieter, 1989. "Maxima of normal random vectors: Between independence and complete dependence," Statistics & Probability Letters, Elsevier, vol. 7(4), pages 283-286, February.
    4. Cambanis, Stamatis & Huang, Steel & Simons, Gordon, 1981. "On the theory of elliptically contoured distributions," Journal of Multivariate Analysis, Elsevier, vol. 11(3), pages 368-385, September.
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    Cited by:

    1. Nadarajah, Saralees, 2013. "Expansions for bivariate extreme value distributions," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 744-752.

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