Higher-order expansions of distributions of maxima in a Hüsler-Reiss model
DOI10.1007/s11009-014-9407-6zbMath1351.62062arXiv1402.5608OpenAlexW2080214323MaRDI QIDQ267891
Enkelejd Hashorva, Zuo Xiang Peng, Zhi Chao Weng
Publication date: 12 April 2016
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1402.5608
triangular arraysGaussian random vectorhigher-order asymptotic expansionHüsler-Reiss max-stable distribution
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)
Related Items (9)
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