Extreme value theory for triangular arrays of dependent random variables

DOI10.1070/RM9964MaRDI QIDQ5150143zbMATH OpenFDO

Authors

Publication date 9 February 2021

Published in Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1070/RM9964

zbMATH Keywords

non-stationary sequencesrandom fields on \(\mathbb Z^k_+\)

Mathematics Subject Classification ID

Random graphs (graph-theoretic aspects) (05C80) Extreme value theory; extremal stochastic processes (60G70)

Cites work

• An estimate for the probability of dependent events
• Extreme values of non-stationary random sequences
• scientific article; zbMATH DE number 4212111 (Why is no real title available?)
• Limiting crossing probabilities of random fields
• On extreme values in stationary sequences
• On the Distribution of the Maximum of Random Variables
• Sur la distribution limite du terme maximum d'une série aléatoire

Cited in

(2)

• When Janson meets McDiarmid: Bounded difference inequalities under graph-dependence
• Specification testing for conditional moment restrictions under local identification failure

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