Academic Journal

On Gaussian triangular arrays in the case of strong dependence.

التفاصيل البيبلوغرافية
العنوان: On Gaussian triangular arrays in the case of strong dependence.
المؤلفون: Savinov, Evgeniy1 (AUTHOR) easavinov@fa.ru
المصدر: Extremes. Dec2024, Vol. 27 Issue 4, p557-570. 14p.
مصطلحات موضوعية: *GAUSSIAN distribution, EXTREME value theory, MIXTURES
مستخلص: We investigate the behavior of extreme values in Gaussian triangular arrays under strong dependence conditions. By extending previous results, we establish conditions for convergence to a mixture of Gaussian and Gumbel distributions without requiring stationarity. Our findings offer insights into the application of these models, particularly for analyzing air ozone concentrations. [ABSTRACT FROM AUTHOR]
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قاعدة البيانات: Business Source Index
الوصف
تدمد:13861999
DOI:10.1007/s10687-024-00491-3