Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays
From MaRDI portal
(Redirected from Publication:2340035)
Recommendations
- Asymptotic behavior of bivariate Gaussian powered extremes
- Convergence rate of maxima of bivariate Gaussian arrays to the Hüsler-Reiss distribution
- Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays
- Limit laws for extremes of dependent stationary Gaussian arrays
- Asymptotics and statistical inferences on independent and non-identically distributed bivariate Gaussian triangular arrays
Cites work
- A note on maxima of bivariate random vectors
- Asymptotic distribution and moments of normal extremes
- Bivariate extreme statistics. I
- Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution
- Expansions and penultimate distributions of maxima of bivariate normal random vectors
- Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process
- Extreme values of independent stochastic processes
- Extremes and related properties of random sequences and processes
- Extremes of independent chi-square random vectors
- Higher-order expansions of distributions of maxima in a Hüsler-Reiss model
- Limit laws for extremes of dependent stationary Gaussian arrays
- Limiting distributions of maxima under triangular schemes
- Maxima and minima of stationary sequences
- Maxima of independent, non-identically distributed Gaussian vectors
- Maxima of normal random vectors: Between independence and complete dependence
- Minima and maxima of elliptical arrays and spherical processes
- On the max-domain of attractions of bivariate elliptical arrays
- On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays
- Rates of convergence of extremes from skew-normal samples
- Stationary max-stable fields associated to negative definite functions
Cited in
(16)- Second-order asymptotics on distributions of maxima of bivariate elliptical arrays
- The joint distribution of the sample minimum and maximum from a smooth distribution on \(\left[w_1, w_2\right]\)
- Second-order expansions for maxima of dynamic bivariate normal copulas
- Moments and cumulants of the extremes of a sample from a uniform distribution
- Asymptotic behavior of bivariate Gaussian powered extremes
- Large deviations of bivariate Gaussian extrema
- Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays
- Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization
- Joint distributional expansions of maxima and minima from skew-normal samples
- Maxima and minima of homogeneous Gaussian random fields over continuous time and uniform grids
- Extremes of perturbed bivariate Rayleigh risks
- Asymptotics and statistical inferences on independent and non-identically distributed bivariate Gaussian triangular arrays
- Rates of convergence of powered order statistics from general error distribution
- The joint limiting distribution of the upper and the lower extreme order statistics with random sample size
- Higher-order expansions of sample extremes from the skew-t-normal distribution
- Convergence rate of maxima of bivariate Gaussian arrays to the Hüsler-Reiss distribution
This page was built for publication: Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2340035)
