serval:BIB_31C3A8C84464
Minima and maxima of elliptical triangular arrays and spherical processes
10.3150/12-BEJ463
000322355200006
Hashorva
E.
author
article
2013-06
Bernoulli
1350-7265
journal
19
3
886-904
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.
Asymptotics of sample maxima
Brown-Resnick copula
Brown-Resnick process
Davis-Resnick tail property
Gaussian process
Penrose-Kabluchko process
Spherical process
eng
60_published
true
peer-reviewed
University of Lausanne
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