Higher-order expansions of distributions of maxima in a Hüsler-Reiss model (Q267891)
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scientific article; zbMATH DE number 6567261
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| English | Higher-order expansions of distributions of maxima in a Hüsler-Reiss model |
scientific article; zbMATH DE number 6567261 |
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Higher-order expansions of distributions of maxima in a Hüsler-Reiss model (English)
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12 April 2016
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Hüsler-Reiss max-stable distribution
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higher-order asymptotic expansion
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triangular arrays
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Gaussian random vector
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0.8878078
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0.86212176
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0.8575915
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0.8551272
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0.8545988
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0.85138077
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0.8513718
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