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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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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/24836/1/Modification%20of%20Pickands.pdf
http://psasir.upm.edu.my/id/eprint/24836/
http://www.tandf.co.uk/
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spelling my.upm.eprints.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
institution Universiti Putra Malaysia
building UPM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Putra Malaysia
content_source UPM Institutional Repository
url_provider http://psasir.upm.edu.my/
language English
English
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).
format Article
author Adam, Mohd. Bakri
Tawn, Jonathan A.
spellingShingle Adam, Mohd. Bakri
Tawn, Jonathan A.
Modification of Pickands' dependence function for ordered bivariate extreme distribution.
author_facet Adam, Mohd. Bakri
Tawn, Jonathan A.
author_sort Adam, Mohd. Bakri
title Modification of Pickands' dependence function for ordered bivariate extreme distribution.
title_short 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_sort modification of pickands' dependence function for ordered bivariate extreme distribution.
publisher Taylor&Francis
publishDate 2011
url http://psasir.upm.edu.my/id/eprint/24836/1/Modification%20of%20Pickands.pdf
http://psasir.upm.edu.my/id/eprint/24836/
http://www.tandf.co.uk/
_version_ 1643828479726190592
score 13.214268

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