Asymptotic expansions for bivariate normal extremes

Research output: Contribution to journalArticle

  • Authors:
  • Saralees Nadarajah

Abstract

Nadarajah (2015) derived a complete asymptotic expansion for normal extremes. Here, we extend the expansion for bivariate normal extremes.

Bibliographical metadata

Original languageEnglish
Pages (from-to)124-133
Number of pages10
JournalStatistics and Probability Letters
Volume119
Early online date3 Aug 2016
DOIs
StatePublished - 2016