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Higher-order expansions of distributions of maxima in a Hüsler-Reiss model - MaRDI portal

Higher-order expansions of distributions of maxima in a Hüsler-Reiss model (Q267891)

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Higher-order expansions of distributions of maxima in a Hüsler-Reiss model
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    Statements

    title
    Higher-order expansions of distributions of maxima in a Hüsler-Reiss model (English)
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    author
    Enkelejd Hashorva
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    Zuo Xiang Peng
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    Zhi Chao Weng
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    publication date
    12 April 2016
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    zbMATH Keywords
    Hüsler-Reiss max-stable distribution
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    higher-order asymptotic expansion
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    triangular arrays
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    Gaussian random vector
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    Identifiers

    Mathematics Subject Classification ID
    62E20
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    60G70
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    60F15
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    60F05
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    zbMATH DE Number
    6567261
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    OpenAlex ID
    W2080214323
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    arXiv ID
    1402.5608
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