| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10526243 | Statistics & Probability Letters | 2005 | 11 Pages |
Abstract
Let (Uni,Vni),1⩽i⩽n be a triangular array of independent bivariate elliptical random vectors. Hüsler and Reiss (1989. Statist. Probab. Lett. 7, 283-286) show that for the particular case that the array is Gaussian, the maxima of this array is in the max-domain of attraction of Hüsler-Reiss distribution function, provided that an asymptotic condition holds for the correlation corr(Un1,Vn1). In this paper we obtain a similar result for the more general case of elliptical triangular arrays.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Enkelejd Hashorva,