Approximations for Bivariate Extreme Values
β Scribed by S. Nadarajah
- Book ID
- 110283228
- Publisher
- Springer
- Year
- 2000
- Tongue
- English
- Weight
- 117 KB
- Volume
- 3
- Category
- Article
- ISSN
- 1386-1999
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π SIMILAR VOLUMES
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
The class of bivariate extreme value copulas, which satisΓΏes the monotone regression positive dependence property or equivalently the stochastic increasing property, is considered. A variational calculus proof of the Hutchinson-Lai conjecture about Kendall's tau and Spearman's rho for this class is