Modification of Pickands' Dependence Function for the Simulate Ordered Bivariate Extreme Data
Abstract
Description
We study the characteristics of the Pickands' dependence function for bivariate extreme distribution for minima, BEVM, when considering the stochastics ordering of the two variables. The existing Pickand's dependence function terminologies and theories are modified to suit the dependence functions of extreme cases. We successful implement and apply these functions to our simulate extreme data
Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)
Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)