A note on maxima of bivariate random vectors

DOI10.1016/S0167-7152(96)00005-3zbMath0879.60056MaRDI QIDQ1359688

Gerard Hooghiemstra, Juerg Hüsler

Publication date: 6 July 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

limiting distributionmaximaextreme value distributiondependencetriangular arraybivariate normal random vectorsprocess of maxima with respect to directions

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Related Items (7)

Higher-order expansions of distributions of maxima in a Hüsler-Reiss model ⋮ The extremes of dependent chi-processes attracted by the Brown-Resnick process ⋮ Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes ⋮ Stationary max-stable fields associated to negative definite functions ⋮ Extremes of space-time Gaussian processes ⋮ Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays ⋮ A characterization of the normal distribution using stationary max-stable processes

Cites Work

• Unnamed Item
• Stationary min-stable stochastic processes
• Semi-min-stable processes
• max-infinitely divisible and max-stable sample continuous processes
• Maxima of normal random vectors: Between independence and complete dependence
• Laws of Small Numbers: Extremes and Rare Events
• Extreme values of independent stochastic processes

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