Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays
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| 024 | 7 | 0 | |a 10.1007/s10687-014-0196-7 |2 doi |
| 035 | |a (NATIONALLICENCE)springer-10.1007/s10687-014-0196-7 | ||
| 245 | 0 | 0 | |a Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays |h [Elektronische Daten] |c [Xin Liao, Zuoxiang Peng] |
| 520 | 3 | |a In this paper, the joint asymptotics of normalized maxima and minima for a triangular array of bivariate Gaussian random vectors are considered. Under the Hüsler-Reiss condition, the limiting distribution of maxima and minima is derived. Furthermore, the second-order expansions of joint distributions of maxima and minima are established under the second-order Hüsler-Reiss condition. | |
| 540 | |a Springer Science+Business Media New York, 2014 | ||
| 690 | 7 | |a Hüsler-Reiss max-stable distribution |2 nationallicence | |
| 690 | 7 | |a Bivariate Gaussian random vector |2 nationallicence | |
| 690 | 7 | |a Maximum and minimum |2 nationallicence | |
| 690 | 7 | |a Joint limit distribution |2 nationallicence | |
| 690 | 7 | |a Second-order expansion |2 nationallicence | |
| 700 | 1 | |a Liao |D Xin |u School of Mathematics and Statistics, Southwest University, 400715, Chongqing, China |4 aut | |
| 700 | 1 | |a Peng |D Zuoxiang |u School of Mathematics and Statistics, Southwest University, 400715, Chongqing, China |4 aut | |
| 773 | 0 | |t Extremes |d Springer US; http://www.springer-ny.com |g 18/1(2015-03-01), 1-14 |x 1386-1999 |q 18:1<1 |1 2015 |2 18 |o 10687 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/s10687-014-0196-7 |q text/html |z Onlinezugriff via DOI |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 900 | 7 | |a Metadata rights reserved |b Springer special CC-BY-NC licence |2 nationallicence | |
| 908 | |D 1 |a research-article |2 jats | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-springer | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1007/s10687-014-0196-7 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Liao |D Xin |u School of Mathematics and Statistics, Southwest University, 400715, Chongqing, China |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Peng |D Zuoxiang |u School of Mathematics and Statistics, Southwest University, 400715, Chongqing, China |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Extremes |d Springer US; http://www.springer-ny.com |g 18/1(2015-03-01), 1-14 |x 1386-1999 |q 18:1<1 |1 2015 |2 18 |o 10687 | ||