Distribution and moments of the vector of the maximum of two absolutely continuous random vectors

DOI10.1016/j.spl.2014.06.004zbMath1296.60135OpenAlexW2003505090MaRDI QIDQ2251718

Rabah Messaci

Publication date: 15 July 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.06.004

zbMATH Keywords

mixtureorder statisticselliptical distributionscovarianceskew distributionsnormal distributions

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

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