Berman's inequality under random scaling

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Serval ID
serval:BIB_9AA1607568A9
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Berman's inequality under random scaling
Journal
Statistics and Its Interface
Author(s)
Hashorva  E., Weng  Z.
ISSN
1938-7989
Publication state
Published
Issued date
2014
Peer-reviewed
Oui
Volume
7
Number
3
Pages
339-349
Language
english
Abstract
Berman's inequality is the key for establishing asymptotic properties of maxima of Gaussian random sequences and supremum of Gaussian random fields. This contribution shows that, asymptotically an extended version of Berman's inequality can be established for randomly scaled Gaussian random vectors. Two applications presented in this paper demonstrate the use of Berman's inequality under random scaling.
Keywords
Berman's inequality, Limit distribution, Extremal index, Random scaling, Husler-Reiss distribution
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Create date
08/05/2014 16:36
Last modification date
20/08/2019 16:01
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