Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution

DOI10.1016/j.spl.2004.12.012zbMath1065.60019OpenAlexW1975243155MaRDI QIDQ1779668

Enkelejd Hashorva

Publication date: 1 June 2005

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

Full work available at URL: https://doi.org/10.1016/j.spl.2004.12.012

zbMATH Keywords

Weak convergenceHüsler-Reiss max-stable distributionElliptical distributionMaxima of triangular arrays

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Distribution theory (60E99)

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Cites Work

• Bivariate extreme statistics. I
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Maxima of normal random vectors: Between independence and complete dependence
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