A CHARACTERIZATION OF GUMBEL FAMILY OF EXTREME VALUE DISTRIBUTIONS

被引:84
作者
GENEST, C
RIVEST, LP
机构
关键词
D O I
10.1016/0167-7152(89)90123-5
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:207 / 211
页数:5
相关论文
共 13 条
[1]   CLASS OF BIVARIATE DISTRIBUTIONS INCLUDING BIVARIATE LOGISTIC [J].
ALI, MM ;
MIKHAIL, NN ;
HAQ, MS .
JOURNAL OF MULTIVARIATE ANALYSIS, 1978, 8 (03) :405-412
[2]  
BERMAN SM, 1961, ANN I STAT MATH, V13, P217
[3]  
COOK RD, 1981, J ROY STAT SOC B MET, V43, P210
[4]  
Frank M.J., 1979, AEQUATIONES MATH, V19, P194, DOI [10.1007/BF02189866, DOI 10.1007/BF02189866]
[5]  
Galambos J., 1987, ASYMPTOTIC THEORY EX, V2nd
[6]   ARCHIMEDEAN COPULAS AND FAMILIES OF BIDIMENSIONAL LAWS FOR WHICH THE MARGINALS ARE GIVEN [J].
GENEST, C ;
MACKAY, RJ .
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 1986, 14 (02) :145-159
[7]   FRANK FAMILY OF BIVARIATE DISTRIBUTIONS [J].
GENEST, C .
BIOMETRIKA, 1987, 74 (03) :549-555
[8]  
Gumbel EJ., 1960, PUBL I STAT U PARIS, V9, P171
[9]   EXTREMAL THEORY FOR STOCHASTIC-PROCESSES [J].
LEADBETTER, MR ;
ROOTZEN, H .
ANNALS OF PROBABILITY, 1988, 16 (02) :431-478
[10]   DOMAINS OF ATTRACTION OF MULTIVARIATE EXTREME VALUE DISTRIBUTIONS [J].
MARSHALL, AW ;
OLKIN, I .
ANNALS OF PROBABILITY, 1983, 11 (01) :168-177