Extreme behavior of multivariate phase-type distributions (Q2384448): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme behavior of multivariate phase-type distributions |
scientific article |
Statements
Extreme behavior of multivariate phase-type distributions (English)
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21 September 2007
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componentwise maxima (minima)
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copula
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Marshall-Olkin exponential distribution
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multivariate extreme value distribution
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Pickands' representation
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