Convergence rate of maxima of bivariate Gaussian arrays to the Hüsler-Reiss distribution

DOI10.4310/SII.2014.V7.N3.A5MaRDI QIDQ896415zbMATH OpenOpenAlexFDO

Authors Xin Liao, Zuoxiang Peng

Publication date 9 December 2015

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

Full work available at URL https://doi.org/10.4310/sii.2014.v7.n3.a5

zbMATH Keywords

maximumuniform convergence ratebivariate Gaussian random vectorHüsler-Reiss max-stable distribution

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Recommendations

• Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays
• Higher-order expansions of distributions of maxima in a Hüsler-Reiss model
• Limit laws for extremes of dependent stationary Gaussian arrays
• A characterization of the rate of convergence in bivariate extreme value models
• Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays

Cited in

(14)

• Condition for convergence of maxima of random triangular arrays
• scientific article; zbMATH DE number 571966 (Why is no real title available?)
• Rates of convergence of powered order statistics from general error distribution
• Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution
• On the rate of concentration of maxima in Gaussian arrays
• A characterization of the rate of convergence in bivariate extreme value models
• Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays
• Second-order asymptotics on distributions of maxima of bivariate elliptical arrays
• Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays
• Second-order expansions for maxima of dynamic bivariate normal copulas
• Tail dependence functions of the bivariate Hüsler-Reiss model
• Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization
• Asymptotic behavior of bivariate Gaussian powered extremes
• A novel class of bivariate max-stable distributions

This page was built for publication: Convergence rate of maxima of bivariate Gaussian arrays to the Hüsler-Reiss distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q896415)