Numbers of near-maxima for the bivariate case (Q844870)

From MaRDI portal





scientific article; zbMATH DE number 5666077
Language Label Description Also known as
default for all languages
No label defined
    English
    Numbers of near-maxima for the bivariate case
    scientific article; zbMATH DE number 5666077

      Statements

      Numbers of near-maxima for the bivariate case (English)
      0 references
      5 February 2010
      0 references
      Let \((X_i,Y_i)\), \(1\leq i\leq n\), be independent and identically distributed random vectors with a continuous distribution function. Put \(X_{n:n}:=\max_{1\leq i\leq n}X_i\) and denote by \(Y_{(n):n}\) the concomitant associated with \(X_{n:n}\). Denote by \(K_n(a,b_1,b_2)\) the number of sample elements that belong to the open rectangle \((X_{n:n}-a,X_{n:n})\times (Y_{(n):n}-b_1,Y_{(n):n}-b_2)\). The authors establish in particular convergence in probability and weak convergence of \(K_n(a,b_1,b_2)\), suitably standardized, as \(n\to\infty\).
      0 references
      0 references
      near-maxima
      0 references
      bivariate case
      0 references
      extremes
      0 references
      concomitants
      0 references
      0 references
      0 references

      Identifiers