Extremal limit laws for a class of bivariate Poisson vectors

DOI10.1016/S0167-7152(01)00102-XzbMath1026.60068OpenAlexW1977562346MaRDI QIDQ5953879

Francesco Pauli, Stuart G. Coles

Publication date: 2 December 2003

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(01)00102-x

zbMATH Keywords

extreme valuesbivariate Poisson distributiontriangular arrays

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Related Items (3)

Asymptotics of joint maxima for discontinuous random variables ⋮ Limit distributions for the bivariate geometric maxima ⋮ The distribution of the maximum of a first-order moving average: The discrete casex

Cites Work

• Unnamed Item
• Bivariate extreme statistics. I
• Maxima of bivariate random vectors: Between independence and complete dependence
• Maxima of Poisson-like variables and related triangular arrays
• Maxima of normal random vectors: Between independence and complete dependence
• Extreme value theory for a class of discrete distributions with applications to some stochastic processes

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