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Multivariate extreme values in stationary random sequences

✍ Scribed by Jürg Hüsler


Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
584 KB
Volume
35
Category
Article
ISSN
0304-4149

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📜 SIMILAR VOLUMES


Extreme Values in FGM Random Sequences
✍ E Hashorva; J Hüsler 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 128 KB

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