A polynomial model for bivariate extreme value distributions

DOI10.1016/S0167-7152(98)00179-5zbMath0954.62067MaRDI QIDQ1962143

Saralees Nadarajah

Publication date: 1999

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

zbMATH Keywords

symmetryexchangeabilitytotal dependencemeasures of dependencemeasures of asymmetrytotal independence

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32)

Related Items (4)

The generalized two-sided power distribution ⋮ A generalization for two-sided power distributions and adjusted method of moments ⋮ Generalizations of Two-Sided Power Distributions and Their Convolution ⋮ The pairwise beta distribution: A flexible parametric multivariate model for extremes

Cites Work

• Bivariate extreme value theory: Models and estimation
• Markov chain models for threshold exceedances
• Statistical Methods for Multivariate Extremes: An Application to Structural Design
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