Multivariate extreme value distributions for stationary Gaussian sequences
type: Item
instance of: scholarly article
title: Multivariate extreme value distributions for stationary Gaussian sequences
zbMATH Open document ID: 0578.60038
DOI: 10.1016/0047-259X(85)90035-1
author: Fred Amram
published in: Journal of Multivariate Analysis
publication date: 1985-01-01T00:00:00Z
review text: The author gives sufficient conditions under which the joint limit distribution of the maxima on each coordinate of a stationary Gaussian multivariate sequence is that of independent random variables with marginal Gumbel distributions. This result is related to that of \textit{G. Lindgren}, Ann. Probab. 2, 535-539 (1974; Zbl 0288.60038).
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62H10
zbMATH DE Number: 3925894
zbMATH Keywords: distribution of the maxima
zbMATH Keywords: Gumbel distributions
reviewed by: Wiesław Dziubdziela
MaRDI profile type: Publication
cites work: Q4162318
cites work: On extreme values in stationary sequences
description: scientific article; zbMATH DE number 3925894