Multivariate Extreme Value Distributions and Coverage of Ranking Probabilities
β Scribed by Harry Joe
- Publisher
- Elsevier Science
- Year
- 2001
- Tongue
- English
- Weight
- 125 KB
- Volume
- 45
- Category
- Article
- ISSN
- 0022-2496
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π SIMILAR VOLUMES
The paper gives sufficient conditions for domains of attraction of multivariate extreme value distributions. Under the assumption of absolute continuity of a multivariate distribution, the criteria enable one to examine, by using limits of some rescaled conditional densities, whether the distributio
research In The Statistical Analysis Of Extreme Values Has Flourished Over The Past Decade: New Probability Models, Inference And Data Analysis Techniques Have Been Introduced; And New Application Areas Have Been Explored. *statistics Of Extremes* Comprehensively Covers A Wide Range Of Models And Ap