A polynomial model for bivariate extreme
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S Nadarajah
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Article
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1999
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Elsevier Science
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English
β 161 KB
Many of the currently known models for bivariate (multivariate) extreme value distributions are too restrictive. This paper introduces a new model based on polynomial terms that overcomes most weaknesses of the known models. The simplicity and exibility of the new model are shown by derivation of va