Maxima of normal random vectors: Between independence and complete dependence

DOI10.1016/0167-7152(89)90106-5zbMath0679.62038OpenAlexW4247459797MaRDI QIDQ1822864

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1016/0167-7152(89)90106-5

zbMATH Keywords

asymptotic behavior limiting distribution correlation coefficient Gaussian random vector max-stable standard normal sample maximum maxima of normal random vectors multivariate maxstable distributions multivariate sample maxima

Mathematics Subject Classification ID

Multivariate analysis (62H99) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

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