On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays

DOI10.1080/03610920801893871zbMath1168.60327OpenAlexW2153550489MaRDI QIDQ3634555

Enkelejd Hashorva

Publication date: 25 June 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920801893871

zbMATH Keywords

weak convergencemultivariate elliptical distributionmax-infinitely divisible distributionWeibull max-domain of attractionmaxima of triangular arrays

Mathematics Subject Classification ID

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

Related Items (3)

Minima and maxima of elliptical arrays and spherical processes ⋮ Extremes of weighted Dirichlet arrays ⋮ Conditional limits of \(W_{p}\) scale mixture distributions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Conditional limiting distribution of type III elliptical random vectors
• On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays
• On the max-domain of attractions of bivariate elliptical arrays
• Extremes of asymptotically spherical and elliptical random vectors
• On the theory of elliptically contoured distributions
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Consistency property of elliptical probability density functions
• Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution
• Maxima of normal random vectors: Between independence and complete dependence
• How to model multivariate extremes if one must?

This page was built for publication: On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays