On the max-domain of attractions of bivariate elliptical arrays

DOI10.1007/s10687-006-7969-6zbMath1118.60046OpenAlexW1992821817MaRDI QIDQ881411

Enkelejd Hashorva

Publication date: 29 May 2007

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://boris.unibe.ch/117904/

zbMATH Keywords

weak convergenceHüsler-Reiss distributionWeibull max-domain of attractionbivariate elliptical random vectorsmaxima of triangular arrays

Mathematics Subject Classification ID

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

Related Items (11)

Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays ⋮ Second-order asymptotics on distributions of maxima of bivariate elliptical arrays ⋮ Minima and maxima of elliptical arrays and spherical processes ⋮ Limiting distributions of maxima under triangular schemes ⋮ Extremes of asymptotically spherical and elliptical random vectors ⋮ Expansions and penultimate distributions of maxima of bivariate normal random vectors ⋮ A new family of bivariate max-infinitely divisible distributions ⋮ Asymptotic behavior of bivariate Gaussian powered extremes ⋮ Extremes of weighted Dirichlet arrays ⋮ On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays ⋮ Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays

Cites Work

• Bivariate extreme statistics. I
• Extremes of asymptotically spherical and elliptical random vectors
• Extremes and related properties of random sequences and processes
• On the theory of elliptically contoured distributions
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Elliptical copulas: Applicability and limitations.
• Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution
• Maxima of normal random vectors: Between independence and complete dependence
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