Expansions for bivariate extreme value distributions

DOI10.1016/J.SPL.2012.11.011zbMATH Open1266.60017OpenAlexW1989010887MaRDI QIDQ1950697

S. Nadarajah

Publication date: 13 May 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.11.011

zbMATH Keywords

momentsexpansionsBell polynomials

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items (4)

Bivariate distributions with given extreme value attractor ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item

Recommendations

• Unnamed Item 👍 👎
• Asymptotic expansions for bivariate normal extremes 👍 👎
• Distribution and dependence-function estimation for bivariate extreme-value distributions. 👍 👎
• Estimation of a bivariate extreme value distribution 👍 👎
• A comparison of two bivariate extreme value distributions 👍 👎
• Approximations for bivariate extreme values 👍 👎

This page was built for publication: Expansions for bivariate extreme value distributions