Extremal limit laws for a class of bivariate Poisson vectors

DOI10.1016/S0167-7152(01)00102-XMaRDI QIDQ5953879zbMATH OpenOpenAlexFDO

Authors Stuart Coles, Francesco Pauli

Publication date 2 December 2003

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(01)00102-x

zbMATH Keywords

bivariate Poisson distributionextreme valuestriangular arrays

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

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Cites work

• Bivariate extreme statistics. I
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Cited in

(4)

• Limit laws for the number of near maxima via the Poisson approximation
• Limit distributions for the bivariate geometric maxima
• The distribution of the maximum of a first-order moving average: the discrete case
• Asymptotics of joint maxima for discontinuous random variables

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