Article: article from journal or magazin.
Extreme values in FGM random sequences
Journal of Multivariate Analysis
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.
Farlie-Gumbel-Morgenstern distribution, Multivariate extreme values, Random sequences
Web of science
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