EXTREMAL RANKS AND TRANSFORMATION OF VARIABLES FOR EXTREMES OF FUNCTIONS OF MULTIVARIATE GAUSSIAN-PROCESSES

被引：22

作者：

LINDGREN, G

机构：

来源：

关键词：

D O I：

10.1016/0304-4149(84)90006-1

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：285 / 312

页数：28

共 10 条

[1] BELAYEV YK, 1968, THEORY PROBABILITIES, V13, P320
[2] BREITUNG K, 1982, 19826 TU DENM DIAL
[3] FIESSLER B, 1979, J ENG MECH DIV-ASCE, V105, P661
[4] HOHENBICHLER M, 1981, J ENG MECH DIV-ASCE, V107, P1227
[5] JOHNSON NL, 1970, DISTRIBUTIONS STATIS, V2
[6] Leadbetter M.R., 1983, EXTREMES RELATED PRO
[7] EXTREME VALUES AND CROSSINGS FOR THE X2-PROCESS AND OTHER FUNCTIONS OF MULTIDIMENSIONAL GAUSSIAN-PROCESSES, WITH RELIABILITY APPLICATIONS
LINDGREN, G
[J]. ADVANCES IN APPLIED PROBABILITY, 1980, 12 (03) : 746 - 774
[8] MODEL PROCESSES IN NON-LINEAR PREDICTION WITH APPLICATION TO DETECTION AND ALARM
LINDGREN, G
[J]. ANNALS OF PROBABILITY, 1980, 8 (04) : 775 - 792
[9] POINT-PROCESSES OF EXITS BY BIVARIATE GAUSSIAN-PROCESSES AND EXTREMAL THEORY FOR THE X2-PROCESS AND ITS CONCOMITANTS
LINDGREN, G
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1980, 10 (02) : 181 - 206
[10] VENEZIANO D, 1977, J ENG MECH DIV-ASCE, V103, P441