Extremes of perturbed bivariate Rayleigh risks

MaRDI QIDQ5255161zbMATH OpenFDO

Authors Tibor K. Pogány, Enkelejd Hashorva, Saralees Nadarajah

Publication date 12 June 2015

Full work available at URL https://www.ine.pt/revstat/pdf/rs140204.pdf

zbMATH Keywords

asymptotic independencetriangular arraysRayleigh distributionHüsler-Reiss distributionGumbel MAX-domain of attraction

Mathematics Subject Classification ID

Reliability and life testing (62N05) Applications of statistics in engineering and industry; control charts (62P30) Asymptotic distribution theory in statistics (62E20)

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(2)

• Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays
• On modeling positive continuous data with spatiotemporal dependence

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