Higher-order expansions of distributions of maxima in a Hüsler-Reiss model (Q267891): Difference between revisions

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+Extreme values of independent stochastic processes
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+Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process
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+Gaussian approximation of perturbed chi-square risks
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+An equivalent representation of the Brown-Resnick process
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+Maxima of independent, non-identically distributed Gaussian vectors
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+Estimation of Hüsler–Reiss Distributions and Brown–Resnick Processes
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+Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution
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+Extremes of weighted Dirichlet arrays
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+Minima and maxima of elliptical arrays and spherical processes
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+Extremes of independent chi-square random vectors
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+Berman's inequality under random scaling
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+Limit laws for extremes of dependent stationary Gaussian arrays
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+A note on maxima of bivariate random vectors
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+Maxima of bivariate random vectors: Between independence and complete dependence
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+Maxima of normal random vectors: Between independence and complete dependence
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+Extremes of independent Gaussian processes
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+Simulation of Brown-Resnick processes
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