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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Citation Formats

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.