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- W2034349670 abstract "In this paper we introduce asymptotically spherical and elliptical random vectors. Based on results of Berman [Berman, M.S., 1992. Sojurns and Extremes of Stochastic Processes. Wadsworth & Brooks/Cole], we study the asymptotic behaviour of the sample extremes for both these new classes of random vectors. Related results for the coefficient of upper tail dependence are further derived." @default.
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- W2034349670 date "2005-06-01" @default.
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- W2034349670 title "Extremes of asymptotically spherical and elliptical random vectors" @default.
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- W2034349670 doi "https://doi.org/10.1016/j.insmatheco.2005.01.003" @default.
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