On the joint limiting distribution of the first and the second maxima

DOI10.1080/15326349808807473MaRDI QIDQ4385223zbMATH OpenOpenAlexFDO

Authors S. Yu. Novak, Ishay Weissman

Publication date 13 April 1998

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349808807473

zbMATH Keywords

strong mixingstationary processspecial limiting form for maximum and second largest

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)

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(4)

• Multilevel clustering of extremes.
• On the Characteristic Function of the Joint Limit Distribution of the First- and Second-Order Power Sums
• Modeling maxima of longitudinal contralateral observations
• scientific article; zbMATH DE number 4018001 (Why is no real title available?)

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