On the number of points near the multivariate maxima
Détails
ID Serval
serval:BIB_2739C7AF09C1
Type
Article: article d'un périodique ou d'un magazine.
Collection
Publications
Institution
Titre
On the number of points near the multivariate maxima
Périodique
Statistics & Probability Letters
ISSN
0167-7152
Statut éditorial
Publié
Date de publication
2001
Peer-reviewed
Oui
Volume
55
Numéro
2
Pages
113-124
Langue
anglais
Résumé
Let {X-i, i greater than or equal to 1} be a sequence of independent random vectors with common continuous distribution function F. In this paper, we consider the number of the elements from X-1,...,X-n which fall in some random region determined by the maximum. Both distributional and asymptotic results are obtained.
Mots-clé
Max-stable distributions, Point processes, Weak convergence, Almost sure convergence
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Création de la notice
03/09/2010 12:23
Dernière modification de la notice
20/08/2019 14:06