Extremes of independent chi-square random vectors

DOI10.1007/s10687-010-0125-3zbMath1329.60028OpenAlexW2070566275MaRDI QIDQ906630

Zakhar Kabluchko, Achim Wübker, Enkelejd Hashorva

Publication date: 22 January 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://boris.unibe.ch/17227/1/10687_2010_Article_125.pdf

zbMATH Keywords

extremesGaussian random vectorHüsler-Reiss distributionmax-stable distributionconditional limit resultmultivariate chi-square distribution

Mathematics Subject Classification ID

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

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