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On the exact distribution of the maximum of absolutely continuous dependent random variables

Statistics \& Probability Letters, 78(1): 27--35, 2008.
Authors: Reinaldo B. Arellano-Valle and Marc G. Genton
URL: http://www.sciencedirect.com/science/article/B6V1D-4NNN0DG-2/1/fce6f96445f03e5da828fdf206976b71
Tags: Elliptically contoured
| URL | BibTeX  
@article{Arellano-Valle2008,
title = {On the exact distribution of the maximum of absolutely continuous dependent random variables},
author = {Reinaldo B. Arellano-Valle and Marc G. Genton},
journal = {Statistics \& Probability Letters},
month = {Jan},
number = {1},
pages = {27--35},
url = {http://www.sciencedirect.com/science/article/B6V1D-4NNN0DG-2/1/fce6f96445f03e5da828fdf206976b71},
volume = {78},
year = {2008},
keywords = {Elliptically contoured }
}