Extreme behavior of multivariate phase-type distributions (Q2384448)
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scientific article; zbMATH DE number 5194399
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| English | Extreme behavior of multivariate phase-type distributions |
scientific article; zbMATH DE number 5194399 |
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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0.8096524477005005
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0.7963340282440186
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0.7920219302177429
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