Modification of Pickands' dependence function for ordered bivariate extreme distribution.
We study the characteristics of the Pickands' dependence function for bivariate extreme distribution for minima, BEVM, when considering the stochastics ordering of the two variables, X < Y. The existing Pickand's dependence function terminologies and theories are modified to suit the de...
| Main Authors: | , |
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| Format: | Article |
| Language: | English English |
| Published: |
Taylor&Francis
2011
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| Online Access: | http://psasir.upm.edu.my/id/eprint/24836/ http://psasir.upm.edu.my/id/eprint/24836/1/Modification%20of%20Pickands.pdf |
| _version_ | 1848845144756846592 |
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| author | Adam, Mohd. Bakri Tawn, Jonathan A. |
| author_facet | Adam, Mohd. Bakri Tawn, Jonathan A. |
| author_sort | Adam, Mohd. Bakri |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | We study the characteristics of the Pickands' dependence function for bivariate extreme distribution for minima, BEVM, when considering the stochastics ordering of the two variables, X < Y. The existing Pickand's dependence function terminologies and theories are modified to suit the dependence functions of extreme minimum cases. The main result is the introduction of the restricted logistic dependence function, A RL, and the restricted exponential function, V RL(x, y). |
| first_indexed | 2025-11-15T08:42:09Z |
| format | Article |
| id | upm-24836 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English English |
| last_indexed | 2025-11-15T08:42:09Z |
| publishDate | 2011 |
| publisher | Taylor&Francis |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-248362015-10-02T08:09:24Z http://psasir.upm.edu.my/id/eprint/24836/ Modification of Pickands' dependence function for ordered bivariate extreme distribution. Adam, Mohd. Bakri Tawn, Jonathan A. We study the characteristics of the Pickands' dependence function for bivariate extreme distribution for minima, BEVM, when considering the stochastics ordering of the two variables, X < Y. The existing Pickand's dependence function terminologies and theories are modified to suit the dependence functions of extreme minimum cases. The main result is the introduction of the restricted logistic dependence function, A RL, and the restricted exponential function, V RL(x, y). Taylor&Francis 2011-01 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/24836/1/Modification%20of%20Pickands.pdf Adam, Mohd. Bakri and Tawn, Jonathan A. (2011) Modification of Pickands' dependence function for ordered bivariate extreme distribution. Communications in Statistics: Theory and Methods, 40 (9). pp. 1687-1700. ISSN 0361-0926 http://www.tandf.co.uk/ 10.1080/03610921003637462 English |
| spellingShingle | Adam, Mohd. Bakri Tawn, Jonathan A. Modification of Pickands' dependence function for ordered bivariate extreme distribution. |
| title | Modification of Pickands' dependence function for ordered bivariate extreme distribution. |
| title_full | Modification of Pickands' dependence function for ordered bivariate extreme distribution. |
| title_fullStr | Modification of Pickands' dependence function for ordered bivariate extreme distribution. |
| title_full_unstemmed | Modification of Pickands' dependence function for ordered bivariate extreme distribution. |
| title_short | Modification of Pickands' dependence function for ordered bivariate extreme distribution. |
| title_sort | modification of pickands' dependence function for ordered bivariate extreme distribution. |
| url | http://psasir.upm.edu.my/id/eprint/24836/ http://psasir.upm.edu.my/id/eprint/24836/ http://psasir.upm.edu.my/id/eprint/24836/ http://psasir.upm.edu.my/id/eprint/24836/1/Modification%20of%20Pickands.pdf |