On the trivariate extreme value distributions

DOI10.1016/S0378-3758(02)00404-4zbMath1031.62010MaRDI QIDQ1416469

M. M. Askar, E. M. Nigm, H. M. Barakat

Publication date: 14 December 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

Order statisticsWeak convergenceRecurrence relationsTrivariate extremes

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32)

Related Items (5)

Computing the Distribution and Expected Value of the Concomitant Rank-Order Statistics ⋮ A note on the convergence of trivariate extreme order statistics and extension ⋮ On multivariate order statistics. Application to ranked set sampling ⋮ Asymptotic properties of multivariate order statistics with random index ⋮ A General Recurrence Relation for the Moments of Bivariate and Trivariate Order Statistics

Cites Work

• Limit theorems for lower-upper extreme values from two-dimensional distribution function
• Some properties of multivariate extreme value distributions and multivariate tail equivalence
• Asymptotic properties of bivariate random extremes
• On moments of bivariate order statistics
• Domains of attraction of multivariate extreme value distributions
• Order Statistics of Samples from Multivariate Distributions
• Asymptotic Independence of Vector Components of Multivariate Extreme Order Statistics
• Domains of attraction of multivariate extreme-value distributions
• Cross moments of extreme observai ions from a multtvariate lognormal distribution
• The asymptotic distribution theory of bivariate order statistics
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