论文信息 - Families of min-stable multivariate exponential and multivariate extreme value distributions

Families of min-stable multivariate exponential and multivariate extreme value distributions

Families of min-stable multivariate exponential and multivariate extreme value distributions are presented. Two families have a representation like the Marshall--Olkin multivariate exponential distribution. A primary application for these distributions is for analyzing multivariate extreme value data, although they may be useable in situations where exponential margins can be assumed.

Harry Joe | H. Joe

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