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Volumn 79, Issue 4, 2009, Pages 525-533

Multivariate extremes of generalized skew-normal distributions

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Indexed keywords


EID: 58549092632     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2008.09.033     Document Type: Article
Times cited : (12)

References (17)
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  • 4
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    • Chang S.M., and Genton M.G. Extreme value distributions for the skew-symmetric family of distributions. Communications in Statistics-Theory and Methods 36 (2007) 1705-1717
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    • Chang, S.M.1    Genton, M.G.2
  • 6
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    • Everything you always wanted to know about copula modeling but were afraid to ask
    • Genest C., and Favre A. Everything you always wanted to know about copula modeling but were afraid to ask. Journal of Hydrologic Engineering 12 (2007) 347-368
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    • Genest, C.1    Favre, A.2
  • 7
    • 20444467380 scopus 로고    scopus 로고
    • Locally most powerful rank tests of independence for copula models
    • Genest C., and Verret F. Locally most powerful rank tests of independence for copula models. Journal of Nonparametric Statistics 17 (2005) 521-539
    • (2005) Journal of Nonparametric Statistics , vol.17 , pp. 521-539
    • Genest, C.1    Verret, F.2
  • 10
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    • On the rate of convergence of normal extremes
    • Hall P. On the rate of convergence of normal extremes. Journal of Applied Probability 16 (1979) 433-439
    • (1979) Journal of Applied Probability , vol.16 , pp. 433-439
    • Hall, P.1
  • 11
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    • Robustness in real life: A study of clinical laboratory data
    • Hill M., and Dixon W. Robustness in real life: A study of clinical laboratory data. Biometrics 38 (1982) 377-396
    • (1982) Biometrics , vol.38 , pp. 377-396
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    • Pricing risk transfer transactions
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    • Lane, M.N.1
  • 13
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    • Flexible class of skew-symmetric distributions
    • Ma Y., and Genton M.G. Flexible class of skew-symmetric distributions. Scandinavian Journal of Statistics 31 (2004) 459-468
    • (2004) Scandinavian Journal of Statistics , vol.31 , pp. 459-468
    • Ma, Y.1    Genton, M.G.2
  • 15
    • 58549113030 scopus 로고    scopus 로고
    • R 2007. R: A Language and Environment for Statistical Computing.R Foundation for Statistical Computing, Vienna, Austria. http://www.Rproject.org
    • R 2007. R: A Language and Environment for Statistical Computing.R Foundation for Statistical Computing, Vienna, Austria. http://www.Rproject.org


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.