EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Penultimate distribution"
Narrow search

Narrow search

Year of publication
Subject
All
Expansion 1 Limiting distribution 1 Multivariate extreme analysis 1 Penultimate distribution 1 Residual dependence 1
Online availability
All
Undetermined 1
Type of publication
All
Article 1
Language
All
Undetermined 1
Author
All
Frick, Melanie 1 Reiss, Rolf-Dieter 1
Published in...
All
Statistics & Probability Letters 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Expansions and penultimate distributions of maxima of bivariate normal random vectors
Frick, Melanie; Reiss, Rolf-Dieter - In: Statistics & Probability Letters 83 (2013) 11, pp. 2563-2568
It is well known that the marginal maxima of n standard normal random vectors with correlation coefficient ρ1 are asymptotically independent. In this article, the residual dependence will be captured by asymptotic expansions and certain penultimate distributions including the case where...
Persistent link: https://www.econbiz.de/10011040084
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...