Modification of Pickands' dependence function for ordered bivariate extreme distribution.

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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...

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Bibliographic Details
Main Authors:	Adam, Mohd. Bakri, Tawn, Jonathan A.
Format:	Article
Language:	English English
Published:	Taylor&Francis 2011
Online Access:	http://psasir.upm.edu.my/id/eprint/24836/ http://psasir.upm.edu.my/id/eprint/24836/1/Modification%20of%20Pickands.pdf

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