Modification of Pickands' Dependence Function for the Simulate Ordered Bivariate Extreme Data

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dc.creatorAdam, Mohd Bakri
dc.date2009-01-12
dc.date.accessioned2026-07-07T12:28:22Z
dc.date.available2026-07-07T12:28:22Z
dc.descriptionWe 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
dc.descriptionSubmitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/0901.1510
dc.identifierhttp://arxiv.org/abs/0901.1510
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/215518
dc.subjectStatistics Theory
dc.subject60K35, 60K35 (Primary) 60K35 (Secondary)
dc.titleModification of Pickands' Dependence Function for the Simulate Ordered Bivariate Extreme Data
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