A0882
Title: Generalized logistic extreme value distributions
Authors: John Nolan - American University (United States) [presenting]
Abstract: Multivariate Frechet laws are a class of extreme value distributions that exhibit heavy tails and directional dependence controlled by an angular measure. Multivariate generalized logistic laws are a recently described subclass that are dense in a certain sense. It is shown that these laws are related to positive multivariate sum stable laws, which gives a way to simulate from these laws. The corresponding angular measure density is described, and expressions for the density of the distribution are given.
