Modification of Pickands' Dependence Function for the Simulate Ordered Bivariate Extreme Data
Statistics Theory
2009-01-13 v1 Statistics Theory
Abstract
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. The existing Pickand's dependence function terminologies and theories are modified to suit the dependence functions of extreme cases. We successful implement and apply these functions to our simulate extreme data
Cite
@article{arxiv.0901.1510,
title = {Modification of Pickands' Dependence Function for the Simulate Ordered Bivariate Extreme Data},
author = {Mohd Bakri Adam},
journal= {arXiv preprint arXiv:0901.1510},
year = {2009}
}
Comments
Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)