A polynomial model for bivariate extreme value distributions

Many of the currently known models for bivariate (multivariate) extreme value distributions are too restrictive. This paper introduces a new model based on polynomial terms that overcomes most weaknesses of the known models. The simplicity and flexibility of the new model are shown by derivation of various distributional properties and application to real data.

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Year of publication:	1999
Authors:	Nadarajah, S.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 42.1999, 1, p. 15-25
Publisher:	Elsevier
Subject:	Bivariate extreme value distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074610