Minima and maxima of elliptical arrays and spherical processes
From MaRDI portal
(Redirected from Publication:358134)
Abstract: In this paper, we investigate first the asymptotics of the minima of elliptical triangular arrays. Motivated by the findings of Kabluchko (Extremes 14 (2011) 285-310), we discuss further the asymptotic behaviour of the maxima of elliptical triangular arrays with marginal distribution functions in the Gumbel or Weibull max-domain of attraction. We present an application concerning the asymptotics of the maximum and the minimum of independent spherical processes.
Recommendations
- Extremes of asymptotically spherical and elliptical random vectors
- Asymptotics of the norm of elliptical random vectors
- Second-order asymptotics on distributions of maxima of bivariate elliptical arrays
- On the max-domain of attractions of bivariate elliptical arrays
- scientific article; zbMATH DE number 5190928
Cites work
- scientific article; zbMATH DE number 729453 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 3238248 (Why is no real title available?)
- A note on multivariate Gaussian estimates
- Asymptotics of supremum distribution of a Gaussian process over a Weibullian time
- Bivariate extreme statistics. I
- Conditional limit results for type I polar distributions
- Conditional limits of \(W_{p}\) scale mixture distributions
- Extreme value theory for space-time processes with heavy-tailed distributions
- Extreme value theory. An introduction.
- Extreme values of independent stochastic processes
- Extremes of Gaussian processes with a smooth random variance
- Extremes of Gaussian processes with random variance
- Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
- Extremes of the standardized Gaussian noise
- Generalised regular variation of arbitrary order
- Maxima of normal random vectors: Between independence and complete dependence
- Minima of Independent Bessel Processes and of Distances Between Brownian Particles
- On beta-product convolutions
- On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays
- On the max-domain of attractions of bivariate elliptical arrays
- On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays
- On the theory of elliptically contoured distributions
- Regularly varying functions
- Stationary max-stable fields associated to negative definite functions
- Tail asymptotics under beta random scaling
Cited in
(14)- Limit laws for maxima of contracted stationary Gaussian sequences
- Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes
- Higher-order expansions of distributions of maxima in a Hüsler-Reiss model
- Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays
- Second-order asymptotics on distributions of maxima of bivariate elliptical arrays
- The extremes of dependent chi-processes attracted by the Brown-Resnick process
- Maxima of a triangular array of multivariate Gaussian sequence
- Extremes of randomly scaled Gumbel risks
- Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process
- Maxima of skew elliptical triangular 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
- Asymptotic behavior of bivariate Gaussian powered extremes
- Extremes and products of multivariate AC-product risks
This page was built for publication: Minima and maxima of elliptical arrays and spherical processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q358134)
