Asymptotic Independence of Vector Components of Multivariate Extreme Order Statistics

DOI10.1137/1119091MaRDI QIDQ4092765zbMATH OpenOpenAlexFDO

Authors Vladimir G. Mikhailov

Publication date 1974

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1119091

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

Cited in

(4)

• Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics
• On the trivariate extreme value distributions
• Extreme value theory for multivariate stationary sequences
• Asymptotic properties of multivariate order statistics with random index

This page was built for publication: Asymptotic Independence of Vector Components of Multivariate Extreme Order Statistics

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4092765)