Extremes of Perturbed Bivariate Rayleigh Risks

Extremes of Perturbed Bivariate Rayleigh Risks

We establish first an asymptotic expansion for the joint survival function of a bivariate Rayleigh distribution, one of the most popular probabilistic models in engineering. Furthermore, we show that the component-wise maxima of a Hüsler–Reiss triangular array scheme of independent perturbed bivari...

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Bibliographic Details
Main Authors: Enkelejd Hashorva, Saralees Nadarajah, Tibor K. Pogány
Format: Article
Language:English
Published: Instituto Nacional de Estatística | Statistics Portugal 2014-06-01
Series:Revstat Statistical Journal
Subjects:
asymptotic independence
Gumbel max-domain of attraction
Hüsler–Reiss distribution
Rayleigh distribution
triangular arrays
Online Access:https://revstat.ine.pt/index.php/REVSTAT/article/view/149

Internet

https://revstat.ine.pt/index.php/REVSTAT/article/view/149

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