Extreme Values in FGM Random Sequences
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References listed on IDEAS
- Cambanis, Stamatis, 1977. "Some properties and generalizations of multivariate Eyraud-Gumbel-Morgenstern distributions," Journal of Multivariate Analysis, Elsevier, vol. 7(4), pages 551-559, December.
- Hüsler, J., 1989. "Limit properties for multivariate extreme values in sequences of independent, non-identically distributed random vectors," Stochastic Processes and their Applications, Elsevier, vol. 31(1), pages 105-116, March.
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- Ju¨rg Hu¨sler, 2000. "The Smallest Parallelepiped of n Random Points and Peeling," Methodology and Computing in Applied Probability, Springer, vol. 2(2), pages 169-181, August.
- Yang, Yang & Hashorva, Enkelejd, 2013. "Extremes and products of multivariate AC-product risks," Insurance: Mathematics and Economics, Elsevier, vol. 52(2), pages 312-319.
- Hashorva, Enkelejd, 2001. "Asymptotic results for FGM random sequences," Statistics & Probability Letters, Elsevier, vol. 54(4), pages 417-425, October.
- Okolewski, A. & Kaluszka, M., 2015. "Stability of expected L-statistics against weak dependence of observations," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 157-164.
- Mao, Tiantian & Yang, Fan, 2015. "Risk concentration based on Expectiles for extreme risks under FGM copula," Insurance: Mathematics and Economics, Elsevier, vol. 64(C), pages 429-439.
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Keywords
Farlie-Gumbel-Morgenstern distribution multivariate extreme values random sequences;Statistics
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