Records from a multivariate normal sample

DOI10.1016/S0167-7152(98)00004-2MaRDI QIDQ1265994zbMATH OpenFDO

Authors Alexander Gnedin

Publication date 19 July 1999

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-7152(98)00004-2

zbMATH Keywords

asymptotic behaviourdistributionrecord

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

Recommendations

• Comportement p.s. des extrêmes multivariés de suites i.i.d. de vecteurs gaussieus
• scientific article; zbMATH DE number 1194780
• On the records of multivariate random sequences
• Many multivariate records

Cites work

• Asymptotic approximations for probability integrals
• Bivariate extreme statistics. I
• Conical extremes of a multivariate sample
• Laplace-Gauß integrals, Gaussian measure asymptotic behaviour and probabilities of moderate deviations
• Limiting curves for i.i.d. records
• Many multivariate records
• On a best-choice problem by dependent criteria
• On multivariate extremal processes
• Ordered independent scattering Ordered independent
• Records in a partially ordered set

Cited in

(23)

• Sequential selection of an increasing sequence from a multidimensional random sample.
• Remarks on compound Poisson approximation of Gaussian random sequences
• Domination of sample maxima and related extremal dependence measures
• On multivariate Gaussian tails
• Many multivariate records
• Asymptotic domination of sample maxima
• North-east bivariate records
• Generating large sequences of normal maxima via record values
• On functional records and champions
• Multiple maxima in multivariate samples
• On the records of multivariate random sequences
• Probabilities of concurrent extremes
• Comportement p.s. des extrêmes multivariés de suites i.i.d. de vecteurs gaussieus
• On asymptotics of multivariate integrals with applications to records
• On multivariate records from random vectors with independent components
• Estimates of some probabilities in multidimensional convex records
• A new type of multivariate records: depth-based records
• Asymptotic behavior of the records of multivariate random sequences in a norm sense
• On distribution of upper marginal records in bivariate random sequences
• Multivariate records based on dominance
• Functional Time Series Analysis and Visualization Based on Records
• On sequences of convex records in the plane
• Multivariate records and hitting scenarios

This page was built for publication: Records from a multivariate normal sample

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1265994)