A polynomial model for bivariate extreme value distributions

S. Nadarajah

Statistics & Probability Letters, 1999, vol. 42, issue 1, 15-25

Abstract: Many of the currently known models for bivariate (multivariate) extreme value distributions are too restrictive. This paper introduces a new model based on polynomial terms that overcomes most weaknesses of the known models. The simplicity and flexibility of the new model are shown by derivation of various distributional properties and application to real data.

Keywords: Bivariate; extreme; value; distribution (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (3)

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