31 citations · 50 across the 10 of their papers we have counts for
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Limit Laws for Extremes of Dependent Stationary Gaussian Arrays
E. Hashorva, Z. Weng
In this paper we show that the componentwise maxima ofweakly dependent bivariate stationary Gaussian triangular arrays converge in distribution after normalisation to Hüsler-Reiss…
Tail asymptotic of Weibull-type risks
E. Hashorva, Z. Weng
In this paper we derive the tail asymptotics of the product of two dependent Weibull-type risks, which is of interest in various statistical and applied probability problems. Our r…
Higher-order expansions of distributions of maxima in a Hüsler-Reiss model
E. Hashorva, Z. Peng, Z. Weng
The max-stable Hüsler-Reiss distribution which arises as the limit distribution of maxima of bivariate Gaussian triangular arrays has been shown to be useful in various extreme val…
Maxima of a triangular array of multivariate Gaussian sequence
Enkelejd Hashorva, Liang Peng, Zhichao Weng
It is known that the normalized maxima of a sequence of independent and identically distributed bivariate normal random vectors with correlation coefficient is asympt…