On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays

DOI10.1016/J.SPL.2006.05.022zbMath1107.60010OpenAlexW1981651859MaRDI QIDQ866606

Enkelejd Hashorva

Publication date: 14 February 2007

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

Full work available at URL: https://doi.org/10.1016/j.spl.2006.05.022

zbMATH Keywords

weak convergencemultivariate elliptical distributionGumbel Max-domain of attraction

Mathematics Subject Classification ID

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

Related Items (15)

Dynamic bivariate normal copula ⋮ Minima and maxima of elliptical arrays and spherical processes ⋮ Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization ⋮ Extreme value properties of multivariate \(t\) copulas ⋮ Some notes on extremal discriminant analysis ⋮ A new family of bivariate max-infinitely divisible distributions ⋮ Conditional limiting distribution of beta-independent random vectors ⋮ Maxima of skew elliptical triangular arrays ⋮ Extremes of weighted Dirichlet arrays ⋮ Asymptotic properties of type I elliptical random vectors ⋮ Discussion: Statistical models and methods for dependence in insurance data ⋮ Asymptotics for Kotz type III elliptical distributions ⋮ On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays ⋮ Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays ⋮ Maxima of independent, non-identically distributed Gaussian vectors

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• Maxima of normal random vectors: Between independence and complete dependence
• Gaussian Approximation of Conditional Elliptical Random Vectors
• Some extremal type elliptical distributions

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