Title of article
Extreme Values in FGM Random Sequences
Author/Authors
Enkelejd Hashorva، نويسنده , , E and Hüsler، نويسنده , , J، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 1999
Pages
14
From page
212
To page
225
Abstract
We consider the multivariate Farlie–Gumbel–Morgenstern class of distributions and discuss their properties with respect to the extreme values. This class was used to consider dependence in multivariate distributions and their ordering. We show that the extreme values of these distributions behave as if no dependence would exist between its components.
Keywords
Farlie–Gumbel–Morgenstern distribution , multivariate extreme values , random sequences
Journal title
Journal of Multivariate Analysis
Serial Year
1999
Journal title
Journal of Multivariate Analysis
Record number
1557561
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