Bivariate CDF iterations and asymptotic independence
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Publication:1092568
DOI10.1016/0047-259X(87)90157-6zbMath0627.62074MaRDI QIDQ1092568
S. Sastrosoewignjo, Chang Chung Yu Dorea
Publication date: 1987
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
weak convergence; limiting distribution; asymptotic independence; bivariate random vectors; extreme value iteration; marginal iterands; maximin iteration
62H99: Multivariate analysis
62E20: Asymptotic distribution theory in statistics
60F99: Limit theorems in probability theory
Related Items
Bivariate CDF iterations and asymptotic independence, Asymptotic test for independence of extreme values
Cites Work
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- Bivariate CDF iterations and asymptotic independence
- Domains of attraction of multivariate extreme value distributions
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