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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

J. Hüsler
J. Hüsler*
Affiliation:
University of Bern
*
∗Postal address: Department of Math. Statistics, University of Bern, Sidlerstr. 5, CH-3012 Bern, Switzerland.
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Abstract

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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.

Keywords

INDEPENDENCETOTAL DEPENDENCEMAX INFINITELY DIVISIBLESUP SELF-DECOMPOSABLEMAX STABLEEXTREME VALUE DISTRIBUTION
Type
Letters to the Editor
Information
Advances in Applied Probability , Volume 21 , Issue 1 , March 1989 , pp. 231 - 232
Copyright
Copyright © Applied Probability Trust 1989 

References

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