Minima and maxima of elliptical arrays and spherical processes
From MaRDI portal
Publication:358134
DOI10.3150/12-BEJ463zbMath1279.60065arXiv1307.5965OpenAlexW2006589705MaRDI QIDQ358134
Publication date: 16 August 2013
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.5965
Gaussian processBrown-Resnick processasymptotics of sample maximaBrown-Resnick copulaDavis-Resnick tail propertyPenrose-Kabluchko processspherical process
Related Items (14)
Higher-order expansions of distributions of maxima in a Hüsler-Reiss model ⋮ Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays ⋮ Second-order asymptotics on distributions of maxima of bivariate elliptical arrays ⋮ Extremes of randomly scaled Gumbel risks ⋮ Maxima of a triangular array of multivariate Gaussian sequence ⋮ The extremes of dependent chi-processes attracted by the Brown-Resnick process ⋮ Extremes and products of multivariate AC-product risks ⋮ Limit theorem on the pointwise maxima of minimum of vector-valued Gaussian processes ⋮ Maxima of skew elliptical triangular arrays ⋮ Asymptotic behavior of bivariate Gaussian powered extremes ⋮ Limit Laws for Maxima of Contracted Stationary Gaussian Sequences ⋮ Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process ⋮ Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays ⋮ The joint distribution of the maximum and minimum of an AR(1) process
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Extremes of the standardized Gaussian noise
- Conditional limit results for type I polar distributions
- Asymptotics of supremum distribution of a Gaussian process over a Weibullian time
- Extremes of Gaussian processes with random variance
- Extremes of Gaussian processes with a smooth random variance
- Bivariate extreme statistics. I
- On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays
- On the max-domain of attractions of bivariate elliptical arrays
- Tail asymptotics under beta random scaling
- A note on multivariate Gaussian estimates
- Stationary max-stable fields associated to negative definite functions
- Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
- On the theory of elliptically contoured distributions
- Maxima of normal random vectors: Between independence and complete dependence
- Conditional limits of \(W_{p}\) scale mixture distributions
- Extreme value theory for space-time processes with heavy-tailed distributions
- On beta-product convolutions
- Generalised regular variation of arbitrary order
- On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays
- Extreme values of independent stochastic processes
- Minima of Independent Bessel Processes and of Distances Between Brownian Particles
- Regularly varying functions
This page was built for publication: Minima and maxima of elliptical arrays and spherical processes
