Records from a multivariate normal sample
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Publication:1265994
DOI10.1016/S0167-7152(98)00004-2zbMath0916.60051MaRDI QIDQ1265994
Publication date: 19 July 1999
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Related Items (15)
Remarks on compound Poisson approximation of Gaussian random sequences ⋮ On multivariate Gaussian tails ⋮ On asymptotics of multivariate integrals with applications to records ⋮ On the records of multivariate random sequences ⋮ Domination of sample maxima and related extremal dependence measures ⋮ Asymptotic domination of sample maxima ⋮ North-east bivariate records ⋮ Asymptotic behavior of the records of multivariate random sequences in a norm sense ⋮ Multivariate records and hitting scenarios ⋮ On functional records and champions ⋮ On distribution of upper marginal records in bivariate random sequences ⋮ Sequential selection of an increasing sequence from a multidimensional random sample. ⋮ Probabilities of Concurrent Extremes ⋮ A new type of multivariate records: depth-based records ⋮ Multiple maxima in multivariate samples
Cites Work
- Asymptotic approximations for probability integrals
- On multivariate extremal processes
- Bivariate extreme statistics. I
- Laplace-Gauß integrals, Gaussian measure asymptotic behaviour and probabilities of moderate deviations
- Records in a partially ordered set
- Limiting curves for i.i.d. records
- Many multivariate records
- Ordered independent scattering Ordered independent
- On a best-choice problem by dependent criteria
- Conical extremes of a multivariate sample
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