%PDF-1.5 % 2 0 obj << /S /GoTo /D (section.1) >> endobj 5 0 obj (1 Introduction) endobj 6 0 obj << /S /GoTo /D (section.2) >> endobj 9 0 obj (2 Computations in the bivariate Freund\(a,2\) model) endobj 10 0 obj << /S /GoTo /D (subsection.2.1) >> endobj 13 0 obj (2.1 Tail dependence) endobj 14 0 obj << /S /GoTo /D (subsection.2.2) >> endobj 17 0 obj (2.2 The componentwise maxima of the lifetime variable X Freund\(a,2\) ) endobj 18 0 obj << /S /GoTo /D (subsubsection.2.2.1) >> endobj 21 0 obj (2.2.1 Expectation and variance for N=2 and for large N) endobj 22 0 obj << /S /GoTo /D (subsubsection.2.2.2) >> endobj 25 0 obj (2.2.2 Limiting distribution) endobj 26 0 obj << /S /GoTo /D (subsection.2.3) >> endobj 29 0 obj (2.3 Joint distribution and correlation between the componentwise maxima) endobj 30 0 obj << /S /GoTo /D (subsection.2.4) >> endobj 33 0 obj (2.4 The limiting case of the copula of the componentwise maxima: a new extreme-value copula) endobj 34 0 obj << /S /GoTo /D (subsection.2.5) >> endobj 37 0 obj (2.5 Sampling from the new extreme value copula) endobj 38 0 obj << /S /GoTo /D (subsubsection.2.5.1) >> endobj 41 0 obj (2.5.1 Sampling by acceptance-rejection ) endobj 42 0 obj << /S /GoTo /D (subsubsection.2.5.2) >> endobj 45 0 obj (2.5.2 Sampling by numerically computing the quantiles of the conditional copula function ) endobj 46 0 obj << /S /GoTo /D (subsection.2.6) >> endobj 49 0 obj (2.6 Correlation coefficients \(measures of concordance\), Pickands dependence function and tail dependence coefficients of the new extreme value copula) endobj 50 0 obj << /S /GoTo /D (section.3) >> endobj 53 0 obj (3 Computations in the multivariate Freund\(a,n\) model) endobj 54 0 obj << /S /GoTo /D (subsection.3.1) >> endobj 57 0 obj (3.1 The n-variate one-step model with uniform cascading parameter) endobj 58 0 obj << /S /GoTo /D (subsubsection.3.1.1) >> endobj 61 0 obj (3.1.1 Expectation and variance of the marginal distributions) endobj 62 0 obj << /S /GoTo /D (subsubsection.3.1.2) >> endobj 65 0 obj (3.1.2 The k-dimensional marginal distributions) endobj 66 0 obj << /S /GoTo /D (subsubsection.3.1.3) >> endobj 69 0 obj (3.1.3 Correlation between the components) endobj 70 0 obj << /S /GoTo /D (subsection.3.2) >> endobj 73 0 obj (3.2 Distributions of sums of components in the n-variate one-step model \205 Exponential Gamma Mixture Type I distribution) endobj 74 0 obj << /S /GoTo /D (subsubsection.3.2.1) >> endobj 77 0 obj (3.2.1 Straightforward derivation and the explicit form of the pdf of Sk,n) endobj 78 0 obj << /S /GoTo /D (subsubsection.3.2.2) >> endobj 81 0 obj (3.2.2 Model based derivation and the integral form of the pdf of Sk,n) endobj 82 0 obj << /S /GoTo /D (subsubsection.3.2.3) >> endobj 85 0 obj (3.2.3 Asymptotics for Sn,n: gamma approximation) endobj 86 0 obj << /S /GoTo /D (subsection.3.3) >> endobj 89 0 obj (3.3 Distribution of Xn, asymptotics and limiting distribution \205 Exponential Gamma Mixture Type II distribution) endobj 90 0 obj << /S /GoTo /D (subsubsection.3.3.1) >> endobj 93 0 obj (3.3.1 The distribution of \040Xn0 \040 and its limiting distribution) endobj 94 0 obj << /S /GoTo /D (section.4) >> endobj 97 0 obj (4 Outlook) endobj 98 0 obj << /S /GoTo /D [99 0 R /Fit] >> endobj 108 0 obj << /Length 3567 /Filter /FlateDecode >> stream x]۶ݿBJ ?v8n:t