The limit distribution of the largest interpoint distance from a symmetric Kotz sample

DOI10.1006/JMVA.1996.0031MaRDI QIDQ1914698zbMATH OpenOpenAlexFDO

Authors Norbert Henze, Timo Klein

Publication date 5 August 1996

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.1996.0031

zbMATH Keywords

extreme value distributionlargest interpoint distancespherically symmetric Kotz distributions

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Asymptotic distribution theory in statistics (62E20)

Review text

The largest interpoint distance extends the concept of the sample range of multidimensional random vectors. Generalizing a result by \textit{P. C. Mathews} and \textit{A. L. Rukhin} [Ann. Appl. Probab. 3, No. 2, 454-466 (1993; Zbl 0787.62021)] the authors establish for the wider class of spherically symmetric Kotz distributions that the largest interpoint distance follows asymptotically an extreme value distribution. Further implications are indicated.

Recommendations

• Asymptotic distribution of the maximum interpoint distance in a sample of random vectors with a spherically symmetric distribution
• The limit distribution of the largest interpoint distance for distributions supported by ad-dimensional ellipsoid and generalizations
• Asymptotic distribution of the normal sample range
• Limiting distributions for the maximum of a symmetric function on a random point set

Cited in

(17)

• Limit theorems for diameter of a random sample in the unit ball
• Asymptotic distribution of the maximum interpoint distance for high-dimensional data
• Limit laws for the diameter of a set of random points from a distribution supported by a smoothly bounded set
• The Kotz type ratio distribution
• The limit distribution of the largest interpoint distance for distributions supported by ad-dimensional ellipsoid and generalizations
• The Kotz-type distribution with applications
• Gaussian polytopes: variances and limit theorems
• Extremal random beta polytopes
• Maximum interpoint distance of high-dimensional random vectors
• Limit laws for the maximum interpoint distance under a 1-dependent assumption
• Asymptotic distribution of the normal sample range
• An almost sure limit theorem for the maximum interpoint distance of random vectors in spaces of growing dimension
• The scaling limit of Poisson-driven order statistics with applications in geometric probability
• Limit law for the maximum interpoint distance of high-dimensional dependent variables
• Limiting distributions for the maximum of a symmetric function on a random point set
• Asymptotic distribution of the maximum interpoint distance in a sample of random vectors with a spherically symmetric distribution
• \(U\)-max-statistics

This page was built for publication: The limit distribution of the largest interpoint distance from a symmetric Kotz sample

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1914698)