Expansions for bivariate extreme value distributions

DOI10.1016/J.SPL.2012.11.011MaRDI QIDQ1950697zbMATH OpenOpenAlexFDO

Authors Saralees Nadarajah

Publication date 13 May 2013

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

Full work available at URL https://doi.org/10.1016/j.spl.2012.11.011

zbMATH Keywords

momentsBell polynomialsexpansions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

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Cited in

(7)

• Moments and cumulants of the extremes of a sample from a uniform distribution
• Expansions for quantiles and multivariate moments of extremes for heavy tailed distributions
• scientific article; zbMATH DE number 5121149 (Why is no real title available?)
• Bivariate extreme statistics. II
• Bivariate distributions with given extreme value attractor
• Expansions for bivariate copulas
• scientific article; zbMATH DE number 3307893 (Why is no real title available?)

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