On a best-choice problem by dependent criteria

DOI10.2307/3215248zbMath0798.62085OpenAlexW4241697062MaRDI QIDQ4296385

Alexander V. Gnedin

Publication date: 10 November 1994

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215248

zbMATH Keywords

multivariate extremesstopping rulessecretary problemmultivariate normalbest-choice problemcomponentwise maximatriangular distributionsbivariate Cauchymultipopulation modelsassumption of asymptotic degeneracy of occurrence of multiple maximaassumption of asymptotic independenceasymptotic optimality of threshold stopping ruleslimiting probability boundsmulticriteria secretary problemno and partial recall

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (14)

On asymptotics of multivariate integrals with applications to records ⋮ Domination of sample maxima and related extremal dependence measures ⋮ Many multivariate records ⋮ Asymptotic domination of sample maxima ⋮ Extremes of asymptotically spherical and elliptical random vectors ⋮ Gusein-Zade problem for directed path ⋮ Odds -theorem and monotonicity ⋮ The best-choice problem for partially ordered objects. ⋮ Asymptotic independence for unimodal densities ⋮ Records from a multivariate normal sample ⋮ On functional records and champions ⋮ Optimal stopping in a search for a vertex with full degree in a random graph ⋮ Probabilities of Concurrent Extremes ⋮ Multiple maxima in multivariate samples

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