A note on the independence and total dependence of max i.d. distributions

Authors
Citation
J. Hüsler,, A note on the independence and total dependence of max i.d. distributions, Advances in applied probability , 21(1), 1989, pp. 231-232
ISSN journal
00018678
Volume
21
Issue
1
Year of publication
1989
Pages
231 - 232
Database
ACNP
SICI code
Abstract
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.