Berman's inequality under random scaling

DOI10.4310/SII.2014.v7.n3.a4zbMath1326.60044arXiv1309.6136MaRDI QIDQ896414

Enkelejd Hashorva, Zhi Chao Weng

Publication date: 9 December 2015

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.6136

zbMATH Keywords

extremal indexlimit distributionrandom scalingHüsler-Reiss distributionBerman's inequality

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Related Items (4)

Higher-order expansions of distributions of maxima in a Hüsler-Reiss model ⋮ Convergence of exceedance point processes of normal sequences with a seasonal component and its applications ⋮ Limit properties of exceedance point processes of strongly dependent normal sequences ⋮ Comparison Inequalities for Order Statistics of Gaussian Arrays

This page was built for publication: Berman's inequality under random scaling