Maxima of bivariate random vectors: Between independence and complete dependence

DOI10.1016/0167-7152(94)00036-0zbMath0811.60038OpenAlexW2067074025MaRDI QIDQ1341373

Juerg Hüsler

Publication date: 9 January 1995

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00036-0

zbMATH Keywords

maximadomain of attraction of the Fréchet distributionindependence and complete dependencetriangular array of bivariate random vectors

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Related Items (4)

Higher-order expansions of distributions of maxima in a Hüsler-Reiss model ⋮ Extremes of weighted Dirichlet arrays ⋮ Extremal limit laws for a class of bivariate Poisson vectors ⋮ On the asymptotic distribution of certain bivariate reinsurance treaties

Cites Work

• Unnamed Item
• Multivariate extreme values in stationary random sequences
• Extremes and related properties of random sequences and processes
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Semi-min-stable processes
• Maxima of normal random vectors: Between independence and complete dependence
• Extreme value theory for multivariate stationary sequences
• Max-infinite divisibility
• Extreme values of independent stochastic processes
• Preservation of Weak Convergence Under Mapping

This page was built for publication: Maxima of bivariate random vectors: Between independence and complete dependence