On the generalized multivariate Gumbel distribution

DOI10.1016/J.SPL.2015.04.023MaRDI QIDQ893966zbMATH OpenOpenAlexFDO

Authors Haydar Demirhan, Zeynep Kalaylioglu

Publication date 23 November 2015

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

Full work available at URL https://doi.org/10.1016/j.spl.2015.04.023

zbMATH Keywords

exceedance probabilityrandom vector generationdistribution of summationgeneralized multivariate log-gammaskew normal

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites work

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• scientific article; zbMATH DE number 5224905 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• scientific article; zbMATH DE number 3276217 (Why is no real title available?)
• Closure property and maximum of randomly weighted sums with heavy-tailed increments
• High-dimensional generation of Bernoulli random vectors
• Multivariate inverse Gaussian and skew-normal densities
• On a multivariate gamma distribution
• On a multivariate log-gamma distribution and the use of the distribution in the Bayesian analysis
• The Skew-normal Distribution and Related Multivariate Families*
• The multivariate skew-normal distribution

Cited in

(7)

• Comparison of different estimation methods for extreme value distribution
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• A generalized Gumbel distribution and its parameter estimation
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