Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution
type: Item
instance of: scholarly article
title: Extreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distribution
zbMATH Open document ID: 1499.62164
author: Peng Zhang
published in: Journal of Multivariate Analysis
publication date: 2017-12-21T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62G32
zbMATH DE Number: 6820695
zbMATH Keywords: copula
zbMATH Keywords: extreme-value limit
zbMATH Keywords: parametric bootstrap
zbMATH Keywords: parsimonious dependence
describes a project that uses: CopulaModel
MaRDI profile type: Publication
full work available at URL: j.jmva.2017.10.006
OpenAlex ID: W2766235828
Wikidata QID: Q115570111
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DOI: 10.1016/J.JMVA.2017.10.006
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description: scientific article; zbMATH DE number 6820695