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

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

Authors: 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

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zbMATH Keywords

extreme valuesGumbel distributionspacings

Mathematics Subject Classification ID

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

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Cited In (2)

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

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