Extreme values in FGM random sequences

DOI10.1006/jmva.1998.1795zbMath0921.60041OpenAlexW2097884647MaRDI QIDQ1283921

Juerg Hüsler, Enkelejd Hashorva

Publication date: 21 September 1999

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1998.1795

zbMATH Keywords

Farlie-Gumbel-Morgenstern distributionmultivariate extreme values

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05)

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Cites Work

• Extremes and related properties of random sequences and processes
• Relationships between two extensions of Farlie-Gumbel-Morgenstern distribution
• Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors
• Some properties and generalizations of multivariate Eyraud-Gumbel- Morgenstern distributions
• The performance of some correlation coefficients for a general bivariate distribution
• On some generalized farlie-gumbel-morgenstern distributions
• On some generalized farlie-gumbel-morgenstern distributions-II regression, correlation and further generalizations
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