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Volumn 330, Issue 7, 2000, Pages 593-596

Structure of dependence for bivariate extreme value distributions;Structure de dépendance des lois de valeurs extrêmes bivariées

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EID: 0034165536     PISSN: 07644442     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0764-4442(00)00235-4     Document Type: Article
Times cited : (28)

References (13)
  • 1
    • 84988072925 scopus 로고
    • Concepts de dépendance et ordres sthochastiques pour des lois bidimensionnelles
    • Capéraà P., Genest C., Concepts de dépendance et ordres sthochastiques pour des lois bidimensionnelles, Rev. Canad. Statis. 18 (1990) 315-326.
    • (1990) Rev. Canad. Statis. , vol.18 , pp. 315-326
    • Capéraà, P.1    Genest, C.2
  • 2
    • 84963155808 scopus 로고
    • Spearman's p is larger than Kendall's τ for positively dependent random variables
    • Capéraà P., Genest C., Spearman's p is larger than Kendall's τ for positively dependent random variables, Nonparam. Statis. 2 (1993) 183-194.
    • (1993) Nonparam. Statis. , vol.2 , pp. 183-194
    • Capéraà, P.1    Genest, C.2
  • 5
    • 0004167764 scopus 로고
    • Stanford University Press, Standford
    • Karlin S., Total Positivity, Vol. I, Stanford University Press, Standford, 1968.
    • (1968) Total Positivity , vol.1
    • Karlin, S.1
  • 7
    • 0000739250 scopus 로고
    • Some concepts of dependence
    • Lehmann E.L., Some concepts of dependence, Ann. Math. Statis. 37 (1966) 1137-1153.
    • (1966) Ann. Math. Statis. , vol.37 , pp. 1137-1153
    • Lehmann, E.L.1
  • 8
    • 0000286422 scopus 로고
    • Domains of attraction of multivariate extreme value distributions
    • Marshall A.W., Olkin I, Domains of attraction of multivariate extreme value distributions, Ann. Probab. 11 (1983) 168-177.
    • (1983) Ann. Probab. , vol.11 , pp. 168-177
    • Marshall, A.W.1    Olkin, I.2
  • 10
    • 0000836028 scopus 로고
    • Multivariate extreme value distributions
    • Pickands J., Multivariate extreme value distributions, Bull. Int. Statist. Inst. (1981) 859-878.
    • (1981) Bull. Int. Statist. Inst. , pp. 859-878
    • Pickands, J.1
  • 13
    • 0001423124 scopus 로고
    • Bivariate extreme value theory: Models and estimation
    • Tawn J.A., Bivariate extreme value theory: Models and estimation, Biometrika 75 (1988) 397-415.
    • (1988) Biometrika , vol.75 , pp. 397-415
    • Tawn, J.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.