Sample extremes of L_p-norm asymptotically spherical distributions

Details

Serval ID
serval:BIB_AC0890C44520
Type
Article: article from journal or magazin.
Collection
Publications
Title
Sample extremes of L_p-norm asymptotically spherical distributions
Journal
Albanian Journal of Mathematics
Author(s)
Hashorva E.
ISSN
1930-1235
Publication state
Published
Issued date
2007
Peer-reviewed
Oui
Volume
1
Number
3
Pages
157-172
Language
english
Abstract
In this paper we deal with the asymptotic behaviour of sample maxima of Lp-norm asymptotically spherical random vectors. If the distribution function of the associated random radius of such random vectors is in the Gumbel of the Weibull max-domain of attraction we show that the normalised sample maxima has asymptotic independent components converging in distribution to a random vector with unit Gumbel or Weibull components. When the associated random radius has distribution function in the Fréchet max-domain we show that the sample maxima has asymptotic dependent components.
Create date
03/09/2010 11:33
Last modification date
20/08/2019 16:16
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