Limiting distribution of extreme values for FGM random sequences

MaRDI QIDQ3017285zbMATH OpenFDO

Authors Jian Zhang, Ling Zhang

Publication date 19 July 2011

zbMATH Keywords

extreme valuesFarlie-Gumbel-Morgenstern random sequenceslimiting distribution

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Extreme value theory; extremal stochastic processes (60G70)

Recommendations

• Extreme values in FGM random sequences
• Asymptotic results for FGM random sequences
• Extreme value theory for multivariate stationary sequences
• Limit distributions of the extremes of a random number of random variables in a stationary Gaussian sequence
• Multivariate extreme values in stationary random sequences

Cited in

(2)

• Extreme values in FGM random sequences
• Asymptotic results for FGM random sequences

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