Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays
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Publication:2340035
DOI10.1007/s10687-014-0196-7zbMath1309.62037OpenAlexW2045975061MaRDI QIDQ2340035
Publication date: 15 April 2015
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-014-0196-7
second-order expansionHüsler-Reiss max-stable distributionjoint limit distributionbivariate Gaussian random vectormaximum and minimum
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)
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