On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays (Q866606)
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scientific article; zbMATH DE number 5126438
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| English | On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays |
scientific article; zbMATH DE number 5126438 |
Statements
On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays (English)
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14 February 2007
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multivariate elliptical distribution
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Gumbel Max-domain of attraction
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weak convergence
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0.9349969625473022
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0.8752972483634949
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0.8285017013549805
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0.827035665512085
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0.8236150741577148
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