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Extreme behavior of multivariate phase-type distributions - MaRDI portal

Extreme behavior of multivariate phase-type distributions (Q2384448)

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Extreme behavior of multivariate phase-type distributions
scientific article

    Statements

    title
    Extreme behavior of multivariate phase-type distributions (English)
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    author
    Alexandru V. Asimit
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    Bruce L. Jones
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    publication date
    21 September 2007
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    zbMATH Keywords
    componentwise maxima (minima)
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    copula
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    Marshall-Olkin exponential distribution
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    multivariate extreme value distribution
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    Pickands' representation
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    Identifiers

    zbMATH DE Number
    5194399
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    OpenAlex ID
    W3122310405
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