This paper studies the dependence order among multivariate extreme value dis- tributions with a fixed marginal distribution. Making use of copulas to prove that the set organized by multivariate extreme value distribu...This paper studies the dependence order among multivariate extreme value dis- tributions with a fixed marginal distribution. Making use of copulas to prove that the set organized by multivariate extreme value distributions and the dependence order defined in it is a partial order set. Finally, the maximum and minimum values of the set is discussed.展开更多
文摘This paper studies the dependence order among multivariate extreme value dis- tributions with a fixed marginal distribution. Making use of copulas to prove that the set organized by multivariate extreme value distributions and the dependence order defined in it is a partial order set. Finally, the maximum and minimum values of the set is discussed.
