Adam, M. Bakri and Tawn, Jonathan Angus (2011) Modification of Pickands' dependence function for ordered bivariate extreme value distribution. Communications in Statistics - Theory and Methods, 40 (9). pp. 1687-1700. ISSN 0361-0926
Full text not available from this repository.Abstract
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, X < Y. The existing Pickand's dependence function terminologies and theories are modified to suit the dependence functions of extreme minimum cases. The main result is the introduction of the restricted logistic dependence function, A RL , and the restricted exponential function, V RL (x, y).