Rates of Convergence for Bivariate Extremes-Reference-Cited by-同舟云学术

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Rates of Convergence for Bivariate Extremes

Published:1997-05 Issue:2 Volume:61 Page:195-230
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

de Haan L.,Peng L.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference8 articles.

1. Regular variation;Bingham,1987

2. Differential and Integral Calculus;Courant,1961

3. Second order regular variation and rates of convergence in extreme value theory;de Haan;Ann. Probab.,1996

4. Approximates for multivariate exceedances;Kaufmann;J. Statist. Planning Inference,1995

Cited by 12 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

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2. Multivariate Extreme Value Theory;Wiley StatsRef: Statistics Reference Online;2023-08-28

3. Strong convergence of multivariate maxima;Journal of Applied Probability;2020-03

4. Closure properties of the second-order regular variation under convolutions;Communications in Statistics - Theory and Methods;2016-09-30

5. Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays;Extremes;2016-06-28

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