期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2021
卷号：17
期号：4
页码：1015-1035
DOI：10.18187/pjsor.v17i4.3471
语种：English
出版社：College of Statistical and Actuarial Sciences
摘要：In this article, we defined and studied a new distribution for modeling extreme value. Some of its mathematical properties are derived and analyzed. Simple types copula is employed for proposing many bivariate and multivariate type extensions. Method of the maximum likelihood estimation is employed to estimate the model parameters. Graphically, we perform the simulation experiments to assess of the finite sample behavior of the maximum likelihood estimations. Three applications are presented for measuring the flexibility of the new model is illustrated using three real data applications.
关键词：Extreme Value Theory;
Estimation;
Clayton Copula;
Renyi's entropy;
Simulation;
Farlie Gumbel Morgenstern family
