The asymptotic distribution of a cluster-index for i.i.d. normal random variables

DOI10.1214/08-AAP553zbMATH Open1166.60030arXiv0906.2334MaRDI QIDQ1024893FDOQ1024893

Yannis G. Yatracos

Publication date: 17 June 2009

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Abstract: In a sample variance decomposition, with components functions of the sample's spacings, the largest component $ilde{I}_n$ is used in cluster detection. It is shown for normal samples that the asymptotic distribution of $ilde{I}_n$ is the Gumbel distribution.

Full work available at URL: https://arxiv.org/abs/0906.2334

zbMATH Keywords

extreme valuesGumbel distributionspacings

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Approximation Theorems of Mathematical Statistics
• Asymptotics of graphical projection pursuit
• Order Statistics
• Variance and clustering
• Laws of the iterated logarithm for order statistics of uniform spacings
• Entropy and maximal spacings for random partitions
• Strong limit theorems for maximal spacings from a general univariate distribution
• Strong limiting bounds for maximal uniform spacings
• A log log law for maximal uniform spacings
• Upper bounds for k-th maximal spacings
• The limiting behaviour of the maximal spacing generated by an i.i.d. sequence of Gaussian random variables

Cited In (2)

• Detecting clusters in the data from variance decompositions of its projections
• Asymptotic Distribution of an Index for Disease Clustering

This page was built for publication: The asymptotic distribution of a cluster-index for i.i.d. normal random variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1024893)