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On extreme values in stationary sequences

✍ Scribed by M. R. Leadbetter


Publisher
Springer
Year
1974
Tongue
English
Weight
715 KB
Volume
28
Category
Article
ISSN
1432-2064

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πŸ“œ SIMILAR VOLUMES


Extreme Values in FGM Random Sequences
✍ E Hashorva; J HΓΌsler πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 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