Asymptotic behavior of bivariate Gaussian powered extremes

DOI10.1016/j.jmaa.2017.06.020zbMath1378.60080arXiv1610.06823OpenAlexW2963132125MaRDI QIDQ2014071

Wei Zhou, Zuo Xiang Peng

Publication date: 10 August 2017

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1610.06823

zbMATH Keywords

second-order expansionHüsler-Reiss max-stable distributionbivariate powered Gaussian maximum

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Related Items (1)

A strong ergodic theorem for extreme and intermediate order statistics

Cites Work

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• Maxima of normal random vectors: Between independence and complete dependence
• Expansions and penultimate distributions of maxima of bivariate normal random vectors
• Estimating probabilities for normal extremes
• Maxima of skew elliptical triangular arrays

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