A bayesian estimator for the dependence function of a bivariate extreme-value distribution

2008 ◽  
Vol 36 (3) ◽  
pp. 383-396 ◽  
Author(s):  
Simon Guillotte ◽  
François Perron
Keyword(s):  
Extreme Value Distribution ◽  
Extreme Value ◽  
Value Distribution ◽  
Bayesian Estimator ◽  
Dependence Function ◽  
Bivariate Extreme Value Distribution

A Bivariate Extreme Value Distribution for Reliability Assessment of Marine Structures

2011 ◽  
Author(s):  
Bernt J. Leira ◽  
Dag Myrhaug ◽  
Ha˚vard Holm
Keyword(s):  
Reliability Assessment ◽  
Gumbel Distribution ◽  
Extreme Value Distribution ◽  
Rayleigh Distribution ◽  
Extreme Value ◽  
Value Distribution ◽  
Marine Structures ◽  
Linear Combinations ◽  
Bivariate Extreme Value Distribution

A bivariate Gumbel distribution is established based on transformation of an existing bivariate Rayleigh distribution. Application of this distribution in relation to reliability assessment of marine structures is subsequently addressed. Linear combinations of the two basic variables which are Gumbel distributed are further considered. The role of the Gumbel distribution in connection with reliability assessment of marine structures is discussed. Comparison with another class of bivariate Gumbel distributions (Gumbel Type A) is also made.

scholarly journals Weighted estimation of the dependence function for an extreme-value distribution

Bernoulli ◽  
2013 ◽  
Vol 19 (2) ◽  
pp. 492-520 ◽  
Author(s):  
Liang Peng ◽  
Linyi Qian ◽  
Jingping Yang
Keyword(s):  
Extreme Value Distribution ◽  
Extreme Value ◽  
Value Distribution ◽  
Dependence Function ◽  
Weighted Estimation
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