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Volumn 30, Issue 10, 2003, Pages 1081-1100

Local dependence functions for extreme value distributions

Author keywords

[No Author keywords available]

Indexed keywords

NUMERICAL METHOD;

EID: 0242658880     PISSN: 02664763     EISSN: None     Source Type: Journal    
DOI: 10.1080/0266476032000107123     Document Type: Article
Times cited : (12)

References (15)
  • 1
    • 0037947571 scopus 로고    scopus 로고
    • Technical Report No. 362 (Department of Statistics and Applied Probability, University of California, Santa Barbara)
    • BAIRAMOV, I., KOTZ, S. & KOZUBOWSKI, T. J. (2000) A new measure of local dependence, Technical Report No. 362 (Department of Statistics and Applied Probability, University of California, Santa Barbara).
    • (2000) A New Measure of Local Dependence
    • Bairamov, I.1    Kotz, S.2    Kozubowski, T.J.3
  • 2
    • 21144459104 scopus 로고
    • Correlation curves: Measures of association as functions of covariate values
    • BJERVE, S. & DOKSUM, K. (1993) Correlation curves: measures of association as functions of covariate values, Annals of Statistics, 21, pp. 890-902.
    • (1993) Annals of Statistics , vol.21 , pp. 890-902
    • Bjerve, S.1    Doksum, K.2
  • 3
    • 21844490314 scopus 로고
    • Karl Pearson and the correlation curve
    • BLYTH, S. (1994a) Karl Pearson and the correlation curve, International Statistical Review, 62, pp. 393-403.
    • (1994) International Statistical Review , vol.62 , pp. 393-403
    • Blyth, S.1
  • 4
    • 84937314425 scopus 로고
    • Measuring local association: An introduction to the correlation curve
    • BLYTH, S. (1994b) Measuring local association: an introduction to the correlation curve, Sociological Methods, 24, pp. 171-197.
    • (1994) Sociological Methods , vol.24 , pp. 171-197
    • Blyth, S.1
  • 9
    • 0000474660 scopus 로고    scopus 로고
    • The local dependence function
    • JONES, M. C. (1996) The local dependence function, Biometrika, 83, pp. 899-904.
    • (1996) Biometrika , vol.83 , pp. 899-904
    • Jones, M.C.1
  • 12
    • 77951077192 scopus 로고    scopus 로고
    • Local dependence functions for the elliptically symmetric distributions
    • KOTZ, S. & NADARAJAH, S. (2002) Local dependence functions for the elliptically symmetric distributions, Sankhyā, A, 65.
    • (2002) Sankhyā, A , vol.65
    • Kotz, S.1    Nadarajah, S.2
  • 13
    • 0000836026 scopus 로고
    • Multivariate extreme value distributions
    • (with discussion), (Buenos Aires, 1981), Bulletin of the International Statistical Institute, 49, 1981, 894-902
    • PICKANDS, J. (1981) Multivariate extreme value distributions (with discussion), Proceedings of the 43rd Session of the International Statistical Institute, 2 (Buenos Aires, 1981), Bulletin of the International Statistical Institute, 49, 1981, pp. 859-878, 894-902.
    • (1981) Proceedings of the 43rd Session of the International Statistical Institute , vol.2 , pp. 859-878
    • Pickands, J.1
  • 14
    • 0039815149 scopus 로고
    • Statistical decision for bivariate extremes
    • Lecture Notes in Statistics, (New York, Springer Verlag)
    • TIAGO DE OLIVEIRA, J. (1989) Statistical decision for bivariate extremes. In: Extreme Value Theory, pp. 246-261, Lecture Notes in Statistics, 51 (New York, Springer Verlag).
    • (1989) Extreme Value Theory , vol.51 , pp. 246-261
    • Tiago De Oliveira, J.1
  • 15
    • 0040199012 scopus 로고
    • Construction of continuous bivariate density functions
    • WANG, Y. J. (1993) Construction of continuous bivariate density functions, Statistica Sinica, 3, pp. 173-187.
    • (1993) Statistica Sinica , vol.3 , pp. 173-187
    • Wang, Y.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.