On the exact distribution of the maximum of absolutely continuous dependent random variables

DOI10.1016/j.spl.2007.04.021zbMath1134.60033OpenAlexW2061549846MaRDI QIDQ2475418

Reinaldo B. Arellano-Valle, Marc G. Genton

Publication date: 11 March 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10533/139100

zbMATH Keywords

time series kurtosis maximum skewness exchangeable elliptically contoured fundamental skew distribution

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05)

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