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Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays - MaRDI portal

Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays (Q2340035)

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Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays
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    Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays (English)
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    15 April 2015
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    Hüsler-Reiss max-stable distribution
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    bivariate Gaussian random vector
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    maximum and minimum
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    joint limit distribution
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    second-order expansion
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