scientific article; zbMATH DE number 6795019

zbMath1389.62012arXiv1505.03431MaRDI QIDQ5367608

Xin Liao, Zuo Xiang Peng

Publication date: 20 October 2017

Full work available at URL: https://arxiv.org/abs/1505.03431

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

parameter estimationsecond-order expansionlimiting distributionmaximumbivariate Gaussian random vector

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Extreme value theory; extremal stochastic processes (60G70)

Related Items (3)

Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays ⋮ Second-order asymptotics on distributions of maxima of bivariate elliptical arrays ⋮ Second-order expansions for maxima of dynamic bivariate normal copulas

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