Title of article :
On the generation of a multivariate extreme value distribution with prescribed tail dependence parameter matrix
Author/Authors :
Michael Falk، نويسنده ,
Issue Information :
فصلنامه با شماره پیاپی سال 2005
Keywords :
Tail dependence parameters , Multivariate extreme value distribution , Multivariate negative logisticdistribution
Journal title :
Statistics and Probability Letters
Journal title :
Statistics and Probability Letters