Multivariate extreme values in stationary random sequences (Q916246)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate extreme values in stationary random sequences |
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Multivariate extreme values in stationary random sequences (English)
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1990
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It is shown that the asymptotic distributions of multivariate extreme values of stationary random sequences satisfying light mixing conditions are associated positively. Some sufficient conditions are given for asymptotic independence. Counterexamples show that these results are not true for more general random sequences.
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association
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positive and negative dependence
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limit distributions
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asymptotic distributions of multivariate extreme values
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stationary random sequences
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mixing conditions
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asymptotic independence
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Counterexamples
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