Modification of Pickands' Dependence Function for the Simulate Ordered Bivariate Extreme Data

Details Modification of Pickands' Dependence Function for the Simulate Ordered Bivariate Extreme Data Modification of Pickands' Dependence Function for the Simulate Ordered Bivariate Extreme Data

2009-01-12

arxiv.org/abs/0901.1510v1

Mathematics

Statistics Theory

Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics

Scientific paper

We study the characteristics of the Pickands' dependence function for bivariate extreme distribution for minima, BEVM, when considering the stochastics ordering of the two variables. The existing Pickand's dependence function terminologies and theories are modified to suit the dependence functions of extreme cases. We successful implement and apply these functions to our simulate extreme data

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