Maxima of a triangular array of multivariate Gaussian sequence

DOI10.1016/j.spl.2015.04.007zbMath1327.60108arXiv1402.5607OpenAlexW2963157941MaRDI QIDQ893960

Liang Peng, Enkelejd Hashorva, Zhi Chao Weng

Publication date: 23 November 2015

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

Full work available at URL: https://arxiv.org/abs/1402.5607

zbMATH Keywords

maximacorrelation coefficientstationary Gaussian triangular array

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

Related Items

Second-order asymptotics on distributions of maxima of bivariate elliptical arrays, Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays, Extremes of stationary random fields on a lattice

Uses Software

• QRM

Cites Work

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