On the trivariate extreme value distributions

Faculty Science Year: 2004
Type of Publication: Article Pages: 19-35
Authors:
BARAKAT, HM, NIGM, EM, Askar, MM
DOI: 10.1016/S0378-3758(02)00404-4
Journal: JOURNAL OF STATISTICAL PLANNING AND INFERENCE ELSEVIER SCIENCE BV Volume: 118
Research Area: Mathematics ISSN ISI:000186376500003
Keywords : order statistics, weak convergence, trivariate extremes, recurrence relations    
Abstract:
In this paper, the exact explicit expression for the distribution function of the trivariate extreme vector is derived. The advantage of this expression is its facility when one decides to pass to the limit as the sample size increases. The limit forms as well as the conditions by which this limit splits into the product of the limit marginals are obtained. Moreover, some useful recurrence relations are derived. (C) 2002 Elsevier B.V. All rights reserved.
    
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