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Extreme Values in FGM Random Sequences

✍ Scribed by E Hashorva; J Hüsler


Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
128 KB
Volume
68
Category
Article
ISSN
0047-259X

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✦ Synopsis


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 behave as if no dependence would exist between its components.


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