A multivariate generalized Burr-Gamma distribution

MaRDI QIDQ2771485zbMATH OpenFDO

Authors J. Beirlant, D. J. de Waal, J. L. Teugels

Publication date 14 May 2002

Published in South African Statistical Journal (Search for Journal in Brave)

zbMATH Keywords

extreme valuesgeneralized Burr-Gamma familyGibbs samplermultivariate Burrmultivariate generalized extreme value distributionmultivariate Weibullprobability plots

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)

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