Expansions and penultimate distributions of maxima of bivariate normal random vectors
Year of publication: |
2013
|
---|---|
Authors: | Frick, Melanie ; Reiss, Rolf-Dieter |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 11, p. 2563-2568
|
Publisher: |
Elsevier |
Subject: | Multivariate extreme analysis | Limiting distribution | Residual dependence | Expansion | Penultimate distribution |
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