Many multivariate records

DOI10.1016/0304-4149(95)00047-BzbMath0839.60047OpenAlexW1998737367MaRDI QIDQ1904543

Charles M. Goldie, Sidney I. Resnick

Publication date: 16 June 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00047-b

zbMATH Keywords

order statisticsextreme valueslarge deviationslimiting curvehazard measuremultivariate record values

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70) Large deviations (60F10)

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Cites Work

• Records in a partially ordered set
• I-divergence geometry of probability distributions and minimization problems
• A function space large deviation principle for certain stochastic integrals
• Limiting curves for i.i.d. records
• Ordered independent scattering Ordered independent
• Some Useful Functions for Functional Limit Theorems
• On a best-choice problem by dependent criteria
• Conical extremes of a multivariate sample
• Inequalities: theory of majorization and its applications
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