Limit distributions of upper order statistics for families of multivariate distributions (Q2463686)
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scientific article; zbMATH DE number 5220181
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| English | Limit distributions of upper order statistics for families of multivariate distributions |
scientific article; zbMATH DE number 5220181 |
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Limit distributions of upper order statistics for families of multivariate distributions (English)
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16 December 2007
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A sequence of exchangeable r.v.s \(X_i\) is considered with the dependence structure represented via Archimedean copulas. The joint limit distribution of \(k\) upper order statistics for such a sequence is derived. This result is applied to the evaluation of limit distribution of the number of near-maximal values.
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Archimedean copula
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upper order statistics
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near maximum
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0.7869545817375183
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0.785415768623352
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0.7807451486587524
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