Extremes of a bivariate Pareto Distribution
نویسندگان
چکیده
Distributional properties of min (X, Y ) and max(X, Y ) are studied when (X, Y ) has a bivariate Pareto distribution. Extensions are given to the multivariate case.
منابع مشابه
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Introduction Conclusions References Tables Figures Back Close Full Screen / Esc Papers published in Hydrology and Earth System Sciences Discussions are under open-access review for the journal Hydrology and Earth System Sciences Abstract Introduction Conclusions References Tables Figures Back Close Full Screen / Esc Abstract The two-dimensional Bivariate Generalized Pareto Distribution (BGPD) o...
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ورودعنوان ژورنال:
- ITC
دوره 40 شماره
صفحات -
تاریخ انتشار 2011