Extremes of perturbed bivariate Rayleigh risks

zbMATH Open1314.62064MaRDI QIDQ5255161FDOQ5255161

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

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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)

Cited In (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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