Families of min-stable multivariate exponential and multivariate extreme value distributions
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Publication:1262654
DOI10.1016/0167-7152(90)90098-RzbMath0686.62035OpenAlexW1987706881MaRDI QIDQ1262654
Publication date: 1990
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(90)90098-r
Marshall-Olkin multivariate exponential distributionmultivariate extreme value distributionsexponential marginsmin-stable multivariate exponential
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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Cites Work
- Domains of attraction of multivariate extreme value distributions
- Statistics of Multivariate Extremes
- A continuous multivariate exponential distribution
- A Continuous Bivariate Exponential Distribution
- Bivariate extreme value theory: Models and estimation
- A Continuous Bivariate Exponential Extension
- Order Statistics of Samples from Multivariate Distributions
- Families of Multivariate Distributions
- A Multivariate Exponential Distribution
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