Maxima of normal random vectors: Between independence and complete dependence-Reference-Cited by-同舟云学术

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Maxima of normal random vectors: Between independence and complete dependence

Published:1989-02 Issue:4 Volume:7 Page:283-286
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Hüsler Jürg,Reiss Rolf-Dieter

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference6 articles.

1. The Asymptotic Theory of Extreme Order Statistics;Galambos,1987

2. Contributions à la theorie des valeurs extremes;Geffroy;Publ. Inst. Statist. Univ. Paris,1958

3. Limit results for maxima in non-stationary multivariate Gaussian sequences;Hüsler,1988

4. Extreme Values, Regular Variation, and Point Processes;Resnick,1987

5. Bivariate extreme statistics;Sibuya;Ann. Inst. Statist. Math.,1960

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