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

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

TitleExtreme value limit of the convolution of exponential and multivariate normal distributions: Link to the Husler- Reiss distribution
Publication TypeJournal Article
Year of Publication2017
AuthorsKrupskii, P, Joe, H, Lee, D, Genton, M
JournalJournal of Multivariate Analysis
Volumeto appear