Minima and maxima of elliptical triangular arrays and spherical processes

Détails

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Etat: Public
Version: de l'auteur⸱e
ID Serval
serval:BIB_31C3A8C84464
Type
Article: article d'un périodique ou d'un magazine.
Collection
Publications
Institution
Titre
Minima and maxima of elliptical triangular arrays and spherical processes
Périodique
Bernoulli
Auteur⸱e⸱s
Hashorva E.
ISSN
1350-7265
Statut éditorial
Publié
Date de publication
06/2013
Peer-reviewed
Oui
Volume
19
Numéro
3
Pages
886-904
Langue
anglais
Résumé
In this paper, we investigate first the asymptotics of the minima of elliptical triangular arrays. Motivated by the findings of Kabluchko (Extremes 14 (2011) 285-310), we discuss further the asymptotic behaviour of the maxima of elliptical triangular arrays with marginal distribution functions in the Gumbel or Weibull max-domain of attraction. We present an application concerning the asymptotics of the maximum and the minimum of independent spherical processes.
Mots-clé
Asymptotics of sample maxima, Brown-Resnick copula, Brown-Resnick process, Davis-Resnick tail property, Gaussian process, Penrose-Kabluchko process, Spherical process
Web of science
Open Access
Oui
Création de la notice
02/07/2012 23:06
Dernière modification de la notice
20/08/2019 14:17
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