Some alternative bivariate Gumbel models

Environmetrics

Volumn 9, Issue 6, 1998, Pages 599-616

  Arnold, Barry C ^a   Castillo, Enrique ^b   Sarabia, José Maria ^b  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF CANTABRIA   (Spain)

Author keywords

Bivariate extremes; Conditionally specified distributions; Functional equations

Indexed keywords

EID: 0031696285     PISSN: 11804009     EISSN: None     Source Type: Journal    
DOI: 10.1002/(sici)1099-095x(199811/12)9:6<599::aid-env315>3.0.co;2-7     Document Type: Article

References (10)

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3. Arnold, B. C. and Strauss, D. (1988). 'Bivariate distributions with exponential conditionals'. Journal of the American Statistical Association 83, 522-527.
4. Castillo, E. (1988). Extreme Value Theory in Engineering. New York: Academic Press.
5. Galambos, J. (1978). The Asymptotic Theory of Extreme Order Statistics. New York: Wiley.
6. Gumbel, E. J. (1960). 'Bivariate exponential distributions'. Journal of the American Statistical Association 55, 698-707.
7. Gumbel, E. J. and Mustafi, C. K. (1967). 'Some analytical properties of bivariate extremal distributions'. Journal of the American Statistical Association 62, 569-588.
8. Rice, J. A. (1975). Mathematical Statistics and Data Analysis, 2nd edn. Belmont, California: Duxbury.
9. Simiu, E. and Filliben, B. (1975). 'Statistical analysis of extreme winds'. National Bureau of Standards, Tech. Note #868, Washington, D.C.
10. Tiago de Oliveira, J. (1962/63). Structure theory of bivariate extremes: extensions. Estudos de Math. Est. Econom. 7, 165-169.