On the generalized multivariate Gumbel distribution

DOI10.1016/j.spl.2015.04.023zbMath1328.62303OpenAlexW2047950567MaRDI QIDQ893966

Zeynep Kalaylioglu, Haydar Demirhan

Publication date: 23 November 2015

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

Full work available at URL: https://doi.org/10.1016/j.spl.2015.04.023

zbMATH Keywords

random vector generationexceedance probabilitydistribution of summationgeneralized multivariate log-gammaskew normal

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (2)

A generalized Gumbel distribution and its parameter estimation ⋮ Comparison of different estimation methods for extreme value distribution

Uses Software

• sn

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• High-dimensional generation of Bernoulli random vectors
• On a multivariate log-gamma distribution and the use of the distribution in the Bayesian analysis
• On a multivariate gamma distribution
• Multivariate inverse Gaussian and skew-normal densities
• Closure property and maximum of randomly weighted sums with heavy-tailed increments
• The multivariate skew-normal distribution
• The Skew-normal Distribution and Related Multivariate Families*

This page was built for publication: On the generalized multivariate Gumbel distribution