Hashorva, E.; Hüsler, J. - In: Journal of Multivariate Analysis 68 (1999) 2, pp. 212-225
We consider the multivariate Farlie-Gumbel-Morgenstern class of distributions and discuss their properties with respect to the extreme values. This class was used to consider dependence in multivariate distributions and their ordering. We show that the extreme values of these distributions...