Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Huesler-Reiss distribution

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  2. Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Huesler-Reiss distribution

Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Huesler-Reiss distribution

TitleExtreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Huesler-Reiss distribution
Publication TypeJournal Article
Year of Publication2018
AuthorsKrupskii, P, Joe, H, Lee, D, Genton, M
JournalJournal of Multivariate Analysis
Volume163
Pagination80-95
DOI10.1016/j.jmva.2017.10.006