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On the generalized multivariate Gumbel distribution
Date
2015-08-01
Author
Demirhan, Haydar
Kalaylıoğlu Akyıldız, Zeynep Işıl
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In this article, main characteristics, marginal, joint, and conditional inferences of a generalized multivariate Gumbel model are derived, and random vector generation is described. Distribution of the sum where summands come from a bivariate generalized multivariate Gumbel distribution is derived.
Subject Keywords
Skew normal
,
Random vector generation
,
Generalized multivariate log-gamma
,
Exceedance probability
,
Distribution of summation
URI
https://hdl.handle.net/11511/42874
Journal
STATISTICS & PROBABILITY LETTERS
DOI
https://doi.org/10.1016/j.spl.2015.04.023
Collections
Department of Statistics, Article
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BibTeX
H. Demirhan and Z. I. Kalaylıoğlu Akyıldız, “On the generalized multivariate Gumbel distribution,”
STATISTICS & PROBABILITY LETTERS
, pp. 93–99, 2015, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/42874.