Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays (Q2340035)
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scientific article; zbMATH DE number 6425220
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| English | Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays |
scientific article; zbMATH DE number 6425220 |
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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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0.8971695899963379
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0.8724543452262878
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0.8723049759864807
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0.8579628467559814
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