Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution

Statistics and Probability Letters

Volumn 72, Issue 2, 2005, Pages 125-135

  Hashorva, Enkelejd ^a,b  

^a UNIVERSITY OF BERN   (Switzerland)

^b Allianz Suisse   (Switzerland)

Author keywords

Elliptical distribution; H sler Reiss max stable distribution; Maxima of triangular arrays; Weak convergence

Indexed keywords

EID: 15844399714     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2004.12.012     Document Type: Article

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