Expansions for bivariate extreme value distributions

DOI10.1016/J.SPL.2012.11.011zbMATH Open1266.60017OpenAlexW1989010887MaRDI QIDQ1950697FDOQ1950697

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

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zbMATH Keywords

momentsBell polynomialsexpansions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Cited In (7)

• Expansions for quantiles and multivariate moments of extremes for heavy tailed distributions
• Moments and cumulants of the extremes of a sample from a uniform distribution
• Title not available (Why is that?)
• Bivariate extreme statistics. II
• Bivariate distributions with given extreme value attractor
• Expansions for bivariate copulas
• Title not available (Why is that?)

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