On the generalized multivariate Gumbel distribution

Haydar Demirhan and Zeynep Kalaylioglu

Statistics & Probability Letters, 2015, vol. 103, issue C, 93-99

Abstract: 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.

Keywords: Distribution of summation; Exceedance probability; Generalized multivariate log-gamma; Random vector generation; Skew normal (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1016/j.spl.2015.04.023

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