Convergence to bivariate limiting extreme value distributions
β Scribed by Simeon M. Berman
- Book ID
- 105636574
- Publisher
- Springer Japan
- Year
- 1961
- Tongue
- English
- Weight
- 248 KB
- Volume
- 13
- Category
- Article
- ISSN
- 0020-3157
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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
In this paper, we are concerned with bivariate di erentiable models for joint extremes for dependent data sets. This question is often raised in hydrology and economics when the risk driven by two (or more) factors has to be quantiΓΏed. Here we give a full characterization of polynomial models by mea