Pregled bibliografske jedinice broj: 730855
Extremes of perturbed bivariate Rayleigh risks
Extremes of perturbed bivariate Rayleigh risks // Revistat, 12 (2014), 2; 157-168 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 730855 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Extremes of perturbed bivariate Rayleigh risks
Autori
Hashorva, Enkelejd ; Nadarajah, Saralees ; Poganj, Tibor
Izvornik
Revistat (1645-6726) 12
(2014), 2;
157-168
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Asymptotic independence ; Gumbel max-domain of attraction ; Huesler–Reiss distribution ; Rayleigh distribution ; Triangular arrays.
Sažetak
In this paper, we establish first an asymptotic expansion for the joint survival function of a bivariate Rayleigh distribution, one of the most popular probabilistic models in engineering. Furthermore, we show that the component-wise maxima of a Huesler-Reiss triangular array scheme of independent perturbed bivariate Rayleigh risks converges to a bivariate Huesler-Reiss random vector.
Izvorni jezik
Engleski
Znanstvena područja
Matematika, Tehnologija prometa i transport
POVEZANOST RADA
Projekti:
112-1121722-3314 - Informacijsko-komunikacijske tehnologije u inteligentnim pomorskim sustavima (Tomas, Vinko, MZOS ) ( CroRIS)
Ustanove:
Pomorski fakultet, Rijeka
Profili:
Tibor Poganj
(autor)
Citiraj ovu publikaciju:
Časopis indeksira:
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus
Uključenost u ostale bibliografske baze podataka::
- Zentrallblatt für Mathematik/Mathematical Abstracts
