Extreme Values in FGM Random Sequences

Journal of Multivariate Analysis

Volumn 68, Issue 2, 1999, Pages 212-225

  Hashorva, E ^a   Husler J ^a  

^a UNIVERSITY OF BERN   (Switzerland)

Author keywords

Farlie Gumbel Morgenstern distribution; multivariate extreme values; random sequences

Indexed keywords

EID: 0042508028     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1998.1795     Document Type: Article

References (16)

1. Cambanis S. Some properties and generalizations of multivariate Eyraud-Gumbel-Morgenstern distributions. J. Multivariate Anal. 7:1977;551-559.
2. Cambanis S. On Eyraud-Gumbel-Morgenstern random processes. Stochastic Inequalities. IMS Lecture Notes Monograph Series. 22:1993;Institute of Mathematical Statistics, Hayward.
3. Conway D. Farlie-Gumbel-Morgenstern distributions. Encyclopedia of Statist. Sciences. 1983;Wiley, New York. p. 28-31.
4. Falk M., Hüsler J., Reiss R. D. Laws of Small Numbers: Extremes and Rare Events. DMV Sem. 23:1994;Birkhäuser, Basel/Boston.
5. Farlie D. J. G. The preformance of some correlation coefficients for a general bivariate distribution. Biometrika. 47:1960;307-323.
6. Galambos J. The Asymptotic Theory of Extreme Order Statistics. 1987;Krieger, Melbourne.
7. Hüsler J. Limit properties for multivariate extremes in sequences of independent, non-identically distributed random vectors. Stochastic Process Appl. 31:1989a;105-116.
8. Hüsler J. Limit distributions of multivariate extreme values in nonstationary sequences of random vectors. Hüsler J., Reiss R.-D. Extreme Value Theory. Lecture Notes in Statistics. 51:1989b;234-245 Springer-Verlag, Berlin.
9. Hüsler J. Extremes: Limit results for univariate and multivariate nonstationary sequences. Galambos J., Lechner J., Simiu E. Extreme Value Theory and Applications. 1994;283-304 Kluwer, Dordrecht.
10. Johnson N. L., Kotz S. Distributions in Statistics: Continuous Multivariate Distributions. 1972;Wiley, New York.
11. Johnson N. L., Kotz S. On some generalized Farlie-Gumbel-Morgenstern distributions. Comm. Statist. 4:1975;415-427.
12. Johnson N. L., Kotz S. On some generalized Farlie-Gumbel-Morgenstern distributions. II. Regressions, correlation and further generalizations. Comm. Statist. 6:1977;485-496.
13. Kotz S., Seeger J. P. A new approach to dependence in multivariate distributions. Advances in Prob. Distributions with Given Marginals. 1991;Kluwer, Dordrecht/Norwell.
14. Leadbetter M. R., Lindgren G., Rootzén H. Extremes and Related Properties of Random Sequences and Processes. Springer Series in Statistics. 1983;Springer-Verlag, Berlin.
15. Lin G. D. Relationship between two extensions of Farlie-Gumbel-Morgenstern distributions. Ann. Inst. Statist. Math. 39:1987;129-140.
16. Morgenstern D. Einfache Beispiele zweidimensionaler Verteilungen. Mitt. Math. Statist. 8:1956;234-235.