Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Hüsler-Reiß distribution.

Mon, 01 Jan 2018 00:00:00 +0100

Pavel Krupskii , Harry Joe, David Lee, Marc G. Genton :
Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Hüsler-Reiß distribution. J. Multivar. Anal. 163: 80-95 (2018)