Joe, Harry; Ma, Chunsheng - In: Journal of Multivariate Analysis 75 (2000) 1, pp. 13-35
This paper introduces and studies a class of multivariate survival functions with given univariate marginal G0, called min-stable multivariate G0-distributions, which includes min-stable multivariate exponential distributions as a special case. The representation of the form of Pickands (1981)...