Multiple maxima in multivariate samples

Détails

ID Serval
serval:BIB_027BB133CAF2
Type
Article: article d'un périodique ou d'un magazine.
Collection
Publications
Titre
Multiple maxima in multivariate samples
Périodique
Statistics & Probability Letters
Auteur⸱e⸱s
Hashorva E., Hüsler J.
ISSN
0167-7152
Statut éditorial
Publié
Date de publication
2005
Peer-reviewed
Oui
Volume
75
Numéro
1
Pages
11-17
Langue
anglais
Résumé
Let {X-n, n >= 1} be a sequence of independent random vectors in R-d, d >= 2, with common continuous distribution function F. For fixed n >= 2, we say that a multiple maximum occurs among the sample points X-1,..., X-n if M-n = X-i for some i = 1,..., n, with M-n the componentwise sample maximum. In this paper, we investigate the asymptotic behaviour (n -> infinity) of the probability of observing a multiple maximum by imposing an asymptotic tail condition on F.
Mots-clé
Multiple maxima, Exact asymptotics, Asymptotic independence, Records
Web of science
Création de la notice
03/09/2010 11:55
Dernière modification de la notice
20/08/2019 13:24
Données d'usage