Bivariate CDF iterations and asymptotic independence (Q1092568): Difference between revisions
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Revision as of 02:02, 12 February 2024
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English | Bivariate CDF iterations and asymptotic independence |
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Bivariate CDF iterations and asymptotic independence (English)
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1987
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The authors study bivariate cdf iterands and asymptotic independence under weak convergence of sequences of bivariate random vectors via the behavior of a certain class of bivariate cdf iterands that includes the extreme value iterand and a certain maximin iterand. Two types of cdf iterands are treated. At first, they deal with bivariate iterands whose marginal iterands have no ``interior'' fixed points. And then they treat bivariate iterands whose marginal iterands have a unique interior fixed point. The main results provide necessary and sufficient conditions for asymptotic independence. Specializations to extreme value iteration and maximin iteration are also included.
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limiting distribution
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asymptotic independence
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weak convergence
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bivariate random vectors
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marginal iterands
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extreme value iteration
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maximin iteration
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