Partial Order and Extremes of Multivariate Extreme Value Distributions  

作　　者：DONG Yong-quan XU Fu-xia 

机构地区：[1]Department of Mathematics and Information Science, Tangshan Normal College, Tangshan 063000, China

出　　处：《Chinese Quarterly Journal of Mathematics》2010年第1期118-123,共6页数学季刊（英文版）

摘　　要：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.

关 键 词：COPULAS multivariate extreme value dependence order positively dependent Frechet-Hoeffding upper bound 

分 类 号：O212[理学—概率论与数理统计]