Limit distributions of upper order statistics for families of multivariate distributions

DOI10.1007/S10687-006-0007-XMaRDI QIDQ2463686zbMATH OpenOpenAlexFDO

Authors Mario V. Wüthrich

Publication date 16 December 2007

Published in Extremes (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/20.500.11850/422650

zbMATH Keywords

Archimedean copulanear maximumupper order statistics

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)

Review text

A sequence of exchangeable r.v.s \(X_i\) is considered with the dependence structure represented via Archimedean copulas. The joint limit distribution of \(k\) upper order statistics for such a sequence is derived. This result is applied to the evaluation of limit distribution of the number of near-maximal values.

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Cites work

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Cited in

(2)

• Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution
• On some applications of the Archimedean copulas in the proofs of the almost sure central limit theorems for certain order statistics

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