Convergence rate of maxima of bivariate Gaussian arrays to the Hüsler-Reiss distribution (Q896415)
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scientific article; zbMATH DE number 6518330
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| English | Convergence rate of maxima of bivariate Gaussian arrays to the Hüsler-Reiss distribution |
scientific article; zbMATH DE number 6518330 |
Statements
Convergence rate of maxima of bivariate Gaussian arrays to the Hüsler-Reiss distribution (English)
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9 December 2015
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bivariate Gaussian random vector
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Hüsler-Reiss max-stable distribution
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maximum
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uniform convergence rate
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0.8724543452262878
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0.8539843559265137
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0.842680037021637
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0.8417855501174927
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