Extreme values in FGM random sequences
Extreme values in FGM random sequences
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DOI：
10.1006/jmva.1998.1795
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发表时间：
1999-02-01
影响因子：
1.6
通讯作者：
Hüsler, J
中科院分区：
文献类型：
--
作者：
Hashorva, E;Hüsler, J
We consider the multivariate Farlie-Gumbel Morgenstern class of distributions and discuss their properties with respect to the extreme values. This class was used to consider dependence in multivariate distributions,ns and their ordering. We show that the extreme values of these distributions behave as if no dependence would exist between its components. (C) 1999 Academic Press AMS 1991 subject classifications: 60G70, 60E05.
