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Papers.AnsariRockel2024.JoeExtremeValueTP2

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A non-TP2 member of the asymmetric Joe extreme-value family #

Table 5 marks Joe-EV density TP2 as no* (numerical, away from independence). For δ=1, α=β=1/2 and u=t^a, v=t^b the CDF is t^(a+b-ab/(2(a+b))). With t=99/100, the ordered rectangles S=(0,t^180], T=(t^180,t^30], U=(t^45,t^20], V=(t^20,1] violate the rectangle inequality implied by an MTP2 density. So this member has no TP2 density. (The unit-weight member is Galambos, whose density-TP2 status the paper leaves open, so the blanket claim is only checked at this member.)