Maxima of a triangular array of multivariate Gaussian sequence

DOI10.1016/j.spl.2015.04.007zbMath1327.60108arXiv1402.5607OpenAlexW2963157941MaRDI QIDQ893960

Liang Peng, Enkelejd Hashorva, Zhi Chao Weng

Publication date: 23 November 2015

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

Full work available at URL: https://arxiv.org/abs/1402.5607

zbMATH Keywords

maximacorrelation coefficientstationary Gaussian triangular array

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Extreme value theory; extremal stochastic processes (60G70)

Related Items (3)

Second-order asymptotics on distributions of maxima of bivariate elliptical arrays ⋮ Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays ⋮ Extremes of stationary random fields on a lattice

Uses Software

• QRM

Cites Work

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• Maxima of independent, non-identically distributed Gaussian vectors
• Expansions and penultimate distributions of maxima of bivariate normal random vectors

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