Minima and maxima of elliptical arrays and spherical processes
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Publication:358134
DOI10.3150/12-BEJ463zbMath1279.60065arXiv1307.5965MaRDI QIDQ358134
Publication date: 16 August 2013
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.5965
Gaussian process; Brown-Resnick process; asymptotics of sample maxima; Brown-Resnick copula; Davis-Resnick tail property; Penrose-Kabluchko process; spherical process
60G70: Extreme value theory; extremal stochastic processes
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Maxima of skew elliptical triangular arrays, Higher-order expansions of distributions of maxima in a Hüsler-Reiss model, Maxima of a triangular array of multivariate Gaussian sequence, Second-order asymptotics on distributions of maxima of bivariate elliptical arrays, Extremes of randomly scaled Gumbel risks, Asymptotic behavior of bivariate Gaussian powered extremes, Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes, Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays, The joint distribution of the maximum and minimum of an AR(1) process, Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays, Extremes and products of multivariate AC-product risks, Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process, Limit Laws for Maxima of Contracted Stationary Gaussian Sequences
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