Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays (Q2340035)
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English | Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays |
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Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays (English)
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15 April 2015
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Hüsler-Reiss max-stable distribution
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bivariate Gaussian random vector
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maximum and minimum
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joint limit distribution
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second-order expansion
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