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...
| Prif Awduron: | , , |
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| Fformat: | Erthygl |
| Iaith: | English |
| Cyhoeddwyd: |
Instituto Nacional de Estatística | Statistics Portugal
2014-06-01
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| Cyfres: | Revstat Statistical Journal |
| Pynciau: | |
| Mynediad Ar-lein: | https://revstat.ine.pt/index.php/REVSTAT/article/view/149 |