Sample extremes of L_p-norm asymptotically spherical distributions

Détails

ID Serval
serval:BIB_AC0890C44520
Type
Article: article d'un périodique ou d'un magazine.
Collection
Publications
Titre
Sample extremes of L_p-norm asymptotically spherical distributions
Périodique
Albanian Journal of Mathematics
Auteur⸱e⸱s
Hashorva E.
ISSN
1930-1235
Statut éditorial
Publié
Date de publication
2007
Peer-reviewed
Oui
Volume
1
Numéro
3
Pages
157-172
Langue
anglais
Résumé
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.
Création de la notice
03/09/2010 11:33
Dernière modification de la notice
20/08/2019 16:16
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