Maxima of bivariate random vectors: Between independence and complete dependence

J. Hüsler

Statistics & Probability Letters, 1994, vol. 21, issue 5, 385-394

Abstract: We analyse the asymptotic dependence structure of bivariate maxima in a triangular array of independent random vectors. This extends the analysis of the classical case of i.i.d. random vectors and the known relationship in the Gaussian case. We apply the general results to a special model and discuss some examples.

Keywords: Maxima; Triangular; arrays; Bivariate; random; vector; Dependence; Bivariate; extreme; value; distributions (search for similar items in EconPapers)
Date: 1994
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Citations: View citations in EconPapers (2)

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