Convergence rate of maxima of bivariate Gaussian arrays to the Hüsler-Reiss distribution

DOI10.4310/SII.2014.v7.n3.a5zbMath1326.62039OpenAlexW2317014292MaRDI QIDQ896415

Xin Liao, Zuo Xiang Peng

Publication date: 9 December 2015

Published in: Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/sii.2014.v7.n3.a5

zbMATH Keywords

maximumuniform convergence rateHüsler-Reiss max-stable distributionbivariate Gaussian random vector

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)

Related Items (7)

Rates of convergence of powered order statistics from general error distribution ⋮ Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays ⋮ 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 ⋮ Second-order expansions for maxima of dynamic bivariate normal copulas ⋮ Tail dependence functions of the bivariate Hüsler-Reiss model ⋮ Asymptotic behavior of bivariate Gaussian powered extremes

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