Comportement p.s. des extrêmes multivariés de suites i.i.d. de vecteurs gaussieus

DOI10.1016/S0764-4442(97)88904-5MaRDI QIDQ4367684zbMATH OpenOpenAlexFDO

Authors Lhassan Habach

Publication date 13 December 1999

Published in Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0764-4442(97)88904-5

zbMATH Keywords

multivariate extremesGaussian vectors

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

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Cited in

(1)

• On multivariate Gaussian tails

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