Extreme values in FGM random sequences

Détails

ID Serval
serval:BIB_B460B84076D1
Type
Article: article d'un périodique ou d'un magazine.
Collection
Publications
Titre
Extreme values in FGM random sequences
Périodique
Journal of Multivariate Analysis
Auteur⸱e⸱s
Hashorva E., Hüsler J.
ISSN
0047-259X
Statut éditorial
Publié
Date de publication
1999
Peer-reviewed
Oui
Volume
68
Numéro
2
Pages
212-225
Langue
anglais
Résumé
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,ns and their ordering. We show that the extreme values of these distributions behave as if no dependence would exist between its components.
Mots-clé
Farlie-Gumbel-Morgenstern distribution, Multivariate extreme values, Random sequences
Web of science
Open Access
Oui
Création de la notice
03/09/2010 12:27
Dernière modification de la notice
20/08/2019 16:22
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