A note on maxima of bivariate random vectors
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- scientific article; zbMATH DE number 1167605
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Cites work
- scientific article; zbMATH DE number 3274494 (Why is no real title available?)
- Extreme values of independent stochastic processes
- Laws of small numbers: extremes and rare events.
- Maxima of normal random vectors: Between independence and complete dependence
- Semi-min-stable processes
- Stationary min-stable stochastic processes
- max-infinitely divisible and max-stable sample continuous processes
Cited in
(11)- A characterization of the normal distribution using stationary max-stable processes
- Extremes of space-time Gaussian processes
- On the maximum of bivariate normal random variables
- Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes
- Higher-order expansions of distributions of maxima in a Hüsler-Reiss model
- Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays
- Extreme value theory with operator norming
- The neighbourhood of bivariate maxima
- The extremes of dependent chi-processes attracted by the Brown-Resnick process
- Numbers of near-maxima for the bivariate case
- Stationary max-stable fields associated to negative definite functions
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