Extreme behavior of multivariate phase-type distributions (Q2384448)

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Extreme behavior of multivariate phase-type distributions
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    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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