Asymptotic expansions for bivariate normal extremes

DOI10.1016/J.SPL.2016.07.023zbMATH Open1398.62042OpenAlexW2488224999MaRDI QIDQ334016FDOQ334016

Authors: Saralees Nadarajah 

Publication date: 31 October 2016

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

Full work available at URL: https://www.research.manchester.ac.uk/portal/en/publications/asymptotic-expansions-for-bivariate-normal-extremes(e6a57d1b-6fc3-45dc-95a1-b38b044e9abb).html

zbMATH Keywords

bivariate normal distributionBell polynomialsexpansions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)

Cites Work

• Extremes of aggregated Dirichlet risks
• Title not available (Why is that?)
• Higher-order expansions of distributions of maxima in a Hüsler-Reiss model
• Continuous Bivariate Distributions
• Asymptotic expansion of Gaussian chaos via probabilistic approach
• Piterbarg theorems for chi-processes with trend
• Extremes of \(\alpha(\mathbf{t})\)-locally stationary Gaussian random fields
• Tail asymptotics of random sum and maximum of log-normal risks
• Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process
• Extremes and First Passage Times of Correlated Fractional Brownian Motions
• Tail behavior of weighted sums of order statistics of dependent risks
• Maxima of skew elliptical triangular arrays
• Complete asymptotic expansions for normal extremes

Cited In (4)

• Higher-order expansions of powered extremes of normal samples
• Tail asymptotics for the bivariate skew normal
• Complete asymptotic expansions for normal extremes
• Expansions for bivariate extreme value distributions

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