Asymptotic expansions for bivariate normal extremes

DOI10.1016/j.spl.2016.07.023zbMath1398.62042OpenAlexW2488224999MaRDI QIDQ334016

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

expansionsBell polynomialsbivariate normal distribution

Mathematics Subject Classification ID

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

Cites Work

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• Extremes and First Passage Times of Correlated Fractional Brownian Motions
• Extremes of 𝛼(𝑡)-locally stationary Gaussian random fields
• Continuous Bivariate Distributions
• Tail Behavior of Weighted Sums of Order Statistics of Dependent Risks
• Maxima of skew elliptical triangular arrays

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