On the number of points near the multivariate maxima

Details

Serval ID
serval:BIB_2739C7AF09C1
Type
Article: article from journal or magazin.
Collection
Publications
Title
On the number of points near the multivariate maxima
Journal
Statistics & Probability Letters
Author(s)
Hashorva E., Hüsler J.
ISSN
0167-7152
Publication state
Published
Issued date
2001
Peer-reviewed
Oui
Volume
55
Number
2
Pages
113-124
Language
english
Abstract
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.
Keywords
Max-stable distributions, Point processes, Weak convergence, Almost sure convergence
Web of science
Create date
03/09/2010 12:23
Last modification date
20/08/2019 14:06
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