On the max-domain of attractions of bivariate elliptical arrays

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Serval ID
serval:BIB_D8D136206FD4
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Production externe
Title
On the max-domain of attractions of bivariate elliptical arrays
Journal
Extremes
Author(s)
Hashorva E.
ISSN
1386-1999
1572-915X ([electronic])
Publication state
Published
Issued date
2005
Peer-reviewed
Oui
Volume
8
Number
3
Pages
225-233
Language
english
Keywords
Maxima of triangular arrays, Bivariate elliptical random vectors, Weibull max-domain of attraction, Hüsler–Reiss distribution, Coefficient of the upper tail dependence, Weak convergence
DOI
10.1007/s10687-006-7969-6
Create date
03/09/2010 11:48
Last modification date
20/08/2019 16:58
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