Extremes of independent chi-square random vectors
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Cites work
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- Foundations of Modern Probability
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- Limit laws for random vectors with an extreme component
- Maxima of normal random vectors: Between independence and complete dependence
- On extremal theory for stationary processes
- Stationary max-stable fields associated to negative definite functions
Cited in
(18)- Second-order asymptotics on distributions of maxima of bivariate elliptical arrays
- Asymptotic behavior of bivariate Gaussian powered extremes
- Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes
- Extremes of weighted Dirichlet arrays
- Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays
- Piterbarg theorems for chi-processes with trend
- Maxima of independent, non-identically distributed Gaussian vectors
- Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays
- Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process
- Higher-order expansions of distributions of maxima in a Hüsler-Reiss model
- Extreme dependence models based on event magnitude
- Extremal \(t\) processes: elliptical domain of attraction and a spectral representation
- An adaptive finite element method in L^2-TV-based image denoising
- Maxima of skew elliptical triangular arrays
- Limiting distributions of maxima under triangular schemes
- The extremes of dependent chi-processes attracted by the Brown-Resnick process
- Extremal independence in discrete random systems
- Maxima of a triangular array of multivariate Gaussian sequence
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