On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays

Détails

ID Serval
serval:BIB_BB2F11634E73
Type
Article: article d'un périodique ou d'un magazine.
Collection
Publications
Titre
On the Max-Domain of Attraction of Type-III Elliptical Triangular Arrays
Périodique
Communications in Statistics - Theory and Methods
Auteur⸱e⸱s
Hashorva E.
ISSN
0361-0926
Statut éditorial
Publié
Date de publication
2008
Peer-reviewed
Oui
Volume
37
Numéro
10
Pages
1543-1551
Langue
anglais
Résumé
Let (X-n1((j)), ... , X-nd((j)))(inverted perpendicular), 1 <= j <= n, n >= 1 be a triangular array of independent elliptical random vectors in R-d,d >= 2. In a recent article, we show for the case d=2 that the bivariate sample maxima of this triangular array is attracted by a max-infinitely divisible bivariate distribution function, provided that the components of the triangular array become asymptotically dependent and further the random radius associated to the elliptical random vectors has distribution function in the Weibull max-domain of attraction.
Mots-clé
Maxima of triangular arrays, Max-infinitely divisible distribution, Multivariate elliptical distribution, Weak convergence, Weibull max-domain of attraction
Web of science
Création de la notice
03/09/2010 11:28
Dernière modification de la notice
20/08/2019 16:29
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