Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables
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Publication:325016
DOI10.1515/demo-2016-0002zbMath1388.62144OpenAlexW2348807867MaRDI QIDQ325016
Publication date: 17 October 2016
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2016-0002
\(p\)-generalized Laplace and Gaussian distributionsmeasure-of-cone representationmultivariate tailskewed \(l_{n,p}\)-symmetric distributiontail index, light/ heavy center of distribution
Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Probability distributions: general theory (60E05)
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Uses Software
Cites Work
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