Maxima of skew elliptical triangular arrays

DOI10.1080/03610926.2014.906613zbMath1343.60061arXiv1312.2153OpenAlexW2346632631MaRDI QIDQ5739183

Chengxiu Ling, Enkelejd Hashorva

Publication date: 15 July 2016

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

Full work available at URL: https://arxiv.org/abs/1312.2153

zbMATH Keywords

maximatriangular arraysGumbel max-domain of attractionskew elliptical distributionsWeibull Hüsler-Reiss distribution

Mathematics Subject Classification ID

Gaussian processes (60G15) Extreme value theory; extremal stochastic processes (60G70)

Related Items (6)

Asymptotic expansions for bivariate normal extremes ⋮ Second-order asymptotics on distributions of maxima of bivariate elliptical arrays ⋮ Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization ⋮ Tail dependence functions of two classes of bivariate skew distributions ⋮ Extremal properties of the multivariate extended skew-normal distribution. Part B ⋮ Asymptotic behavior of bivariate Gaussian powered extremes

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