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On the generalized multivariate Gumbel distribution

journal contribution
posted on 2024-11-01, 23:59 authored by Haydar DemirhanHaydar Demirhan, Zeynep Kalaylioglu
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.

History

Related Materials

  1. 1.
    DOI - Is published in 10.1016/j.spl.2015.04.023
  2. 2.
    ISSN - Is published in 01677152

Journal

Statistics and Probability Letters

Volume

103

Start page

93

End page

99

Total pages

7

Publisher

Elsevier BV

Place published

Netherlands

Language

English

Copyright

© 2015 Elsevier B.V. All rights reserved.

Former Identifier

2006058946

Esploro creation date

2020-06-22

Fedora creation date

2016-02-25

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    Categories

    Keywords

    Distribution of summationExceedance probabilityGeneralized multivariate log-gammaRandom vector generationSkew normal

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    All rights reserved

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