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Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Hüsler-Reiß distribution.
Pavel Krupskii
Harry Joe
David Lee
Marc G. Genton
Published in:
J. Multivar. Anal. (2018)
Keyphrases
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normal distribution
extreme values
lead time
random variables
mixture distribution
standard deviation
probability distribution
probability density function
covariance matrix
image processing
supply chain
computer vision
decision making
utility function