Modification of Pickands' Dependence Function for Ordered Bivariate Extreme Distribution

DOI10.1080/03610921003637462zbMath1220.62054OpenAlexW2047456990MaRDI QIDQ3006294

Mohd Bakri Adam, Jonathan A. Tawn

Publication date: 10 June 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://psasir.upm.edu.my/id/eprint/24836/1/Modification%20of%20Pickands.pdf

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Characterization and structure theory of statistical distributions (62E10)

Related Items (3)

Modified HAM for solving linear system of Fredholm-Volterra Integral Equations ⋮ On the distribution of some ordered variables ⋮ Bivariate extreme analysis of Olympic swimming data

Cites Work

• Unnamed Item
• Modelling multivariate extreme value distributions
• Bivariate extreme value theory: Models and estimation
• Statistics of Extremes
• Heavy-Tail Phenomena

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