On the exact distribution of the maximum of absolutely continuous dependent random variables

Statistics and Probability Letters

Volumn 78, Issue 1, 2008, Pages 27-35

  Arellano Valle, Reinaldo B ^a   Genton, Marc G ^b,c  

^a PONTIFICIA UNIVERSIDAD CATÓLICA DE CHILE   (Chile)

^b UNIVERSITY OF GENEVA   (Switzerland)

^c TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Elliptically contoured; Exchangeable; Fundamental skew distribution; Kurtosis; Maximum; Skewness; Time series

Indexed keywords

EID: 36148943232     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2007.04.021     Document Type: Article

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