SHI Daoji, RUAN Mingshu, WANG Yue, . Sampling Method of Random Vector from Multivariate Extreme Value Distribution[J]. Chinese Journal of Applied Probability and Statistics, 1997, 13(1): 75-80.
Citation: SHI Daoji, RUAN Mingshu, WANG Yue, . Sampling Method of Random Vector from Multivariate Extreme Value Distribution[J]. Chinese Journal of Applied Probability and Statistics, 1997, 13(1): 75-80.
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Sampling Method of Random Vector from Multivariate Extreme Value Distribution

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  • In this paper we consider the model of generation randomvector from multivariate extreme value distribution in computer, and give someaccurate and simple algorithms. The discussion is mainly restricted in logisticmodel and nested logistic model.
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