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Asymptotics of dominated Gaussian maxima

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Publication:1424688
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DOI10.1023/A:1025124225680zbMath1035.60051MaRDI QIDQ1424688

Enkelejd Hashorva

Publication date: 16 March 2004

Published in: Extremes (Search for Journal in Brave)


zbMATH Keywords

asymptoticsdominated Gaussian maximaexact asymptotic


Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)


Related Items (5)

Domination of sample maxima and related extremal dependence measures ⋮ Multivariate records and hitting scenarios ⋮ Asymptotic properties of type I elliptical random vectors ⋮ Asymptotics for Kotz type III elliptical distributions ⋮ Multiple maxima in multivariate samples




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