๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A vector valued bivariate gini index for truncated distributions

โœ Scribed by E. I. Abdul-Sathar; R. P. Suresh; K. R. Muraleedharan Nair


Publisher
Springer-Verlag
Year
2007
Tongue
English
Weight
534 KB
Volume
48
Category
Article
ISSN
0932-5026

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


A polynomial model for bivariate extreme
โœ S Nadarajah ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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

Examples for the coefficient of tail dep
โœ Martin Schlather ๐Ÿ“‚ Article ๐Ÿ“… 2001 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 102 KB

The tail behaviour of many bivariate distributions with unit Frรƒ echet margins can be characterised by the coe cient of tail dependence and a slowly varying function. We show that such a characterisation is not always possible, and neither implies nor is implied by the fact that the distribution bel