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...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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Instituto Nacional de Estatística | Statistics Portugal
2014-06-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/149 |
| _version_ | 1828356974233780224 |
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| author | Enkelejd Hashorva Saralees Nadarajah Tibor K. Pogány |
| author_facet | Enkelejd Hashorva Saralees Nadarajah Tibor K. Pogány |
| author_sort | Enkelejd Hashorva |
| collection | DOAJ |
| description |
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 bivariate Rayleigh risks converges to a bivariate Hüsler–Reiss random vector.
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| first_indexed | 2024-04-14T03:07:52Z |
| format | Article |
| id | doaj.art-1df7fd8f089b4e3c8a1ebaa38bc93a75 |
| institution | Directory Open Access Journal |
| issn | 1645-6726 2183-0371 |
| language | English |
| last_indexed | 2024-04-14T03:07:52Z |
| publishDate | 2014-06-01 |
| publisher | Instituto Nacional de Estatística | Statistics Portugal |
| record_format | Article |
| series | Revstat Statistical Journal |
| spelling | doaj.art-1df7fd8f089b4e3c8a1ebaa38bc93a752022-12-22T02:15:40ZengInstituto Nacional de Estatística | Statistics PortugalRevstat Statistical Journal1645-67262183-03712014-06-0112210.57805/revstat.v12i2.149Extremes of Perturbed Bivariate Rayleigh RisksEnkelejd Hashorva 0Saralees Nadarajah 1Tibor K. Pogány 2University of LausanneUniversity of ManchesterUniversity of Rijeka 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 bivariate Rayleigh risks converges to a bivariate Hüsler–Reiss random vector. https://revstat.ine.pt/index.php/REVSTAT/article/view/149asymptotic independenceGumbel max-domain of attractionHüsler–Reiss distributionRayleigh distributiontriangular arrays |
| spellingShingle | Enkelejd Hashorva Saralees Nadarajah Tibor K. Pogány Extremes of Perturbed Bivariate Rayleigh Risks Revstat Statistical Journal asymptotic independence Gumbel max-domain of attraction Hüsler–Reiss distribution Rayleigh distribution triangular arrays |
| title | Extremes of Perturbed Bivariate Rayleigh Risks |
| title_full | Extremes of Perturbed Bivariate Rayleigh Risks |
| title_fullStr | Extremes of Perturbed Bivariate Rayleigh Risks |
| title_full_unstemmed | Extremes of Perturbed Bivariate Rayleigh Risks |
| title_short | Extremes of Perturbed Bivariate Rayleigh Risks |
| title_sort | extremes of perturbed bivariate rayleigh risks |
| topic | asymptotic independence Gumbel max-domain of attraction Hüsler–Reiss distribution Rayleigh distribution triangular arrays |
| url | https://revstat.ine.pt/index.php/REVSTAT/article/view/149 |
| work_keys_str_mv | AT enkelejdhashorva extremesofperturbedbivariaterayleighrisks AT saraleesnadarajah extremesofperturbedbivariaterayleighrisks AT tiborkpogany extremesofperturbedbivariaterayleighrisks |