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Maxima of normal random vectors: Between independence and complete dependence · Study

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ArticleMaxima of normal random vectors: Between independence and complete dependence

Jürg Hüsler1989

Article1989

Maxima of normal random vectors: Between independence and complete dependence

Jürg Hüsler · Rolf–Dieter Reiss

255 citations·0/0 files stored·Statistics & Probability Letters

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Probability and Risk Models Probability and Statistical Research Statistical Distribution Estimation and Applications

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1987Extreme Values, Regular Variation and Point Processes

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2011Extreme events: dynamics, statistics and prediction 2010Extreme-Value Copulas 1994Maxima of bivariate random vectors: Between independence and complete dependence 2015Statistics of Extremes 2000Bivariate Distributions with Given Extreme Value Attractor 2005Using Trivariate Copulas to Model Sample Selection and Treatment Effects 2013Extremal t processes: Elliptical domain of attraction and a spectral representation 2008Extreme value properties of multivariate t copulas

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Year1989

Typearticle

Published1989-02-01

VenueStatistics & Probability Letters

ISSN-L0167-7152

Languageen

Citations255

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/0167-7152(89)90106-5

openalex_workW4247459797

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