Multiple maxima in multivariate samples

DOI10.1016/J.SPL.2005.05.014MaRDI QIDQ2575552zbMATH OpenOpenAlexFDO

Authors Enkelejd Hashorva, J. Hüsler

Publication date 5 December 2005

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

Full work available at URL https://doi.org/10.1016/j.spl.2005.05.014

zbMATH Keywords

asymptotic independencerecordsexact asymptotics

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

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Cites work

• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 4054794 (Why is no real title available?)
• scientific article; zbMATH DE number 729453 (Why is no real title available?)
• Asymptotics and bounds for multivariate Gaussian tails
• Asymptotics of dominated Gaussian maxima
• Concomitant tail behaviour for extremes
• Conical extremes of a multivariate sample
• Foundations of Modern Probability
• On a best-choice problem by dependent criteria
• On asymptotics of multivariate integrals with applications to records
• On multivariate Gaussian tails
• On multivariate extremal processes
• On the Distribution of the Number of Admissible Points in a Vector Random Sample
• Records from a multivariate normal sample
• Records in a partially ordered set

Cited in

(16)

• scientific article; zbMATH DE number 597717 (Why is no real title available?)
• Records and increases of multivariate extremes of random particle scores in supercritical branching processes with max-linear heredity
• Maxima-finding algorithms for multidimensional samples: A two-phase approach
• A phase transition for the probability of being a maximum among random vectors with general iid coordinates
• Exchangeable random partitions from max-infinitely-divisible distributions
• Probabilities of concurrent extremes
• Domination of sample maxima and related extremal dependence measures
• On the records of multivariate random sequences
• Multivariate records and hitting scenarios
• Asymptotic domination of sample maxima
• On power series related to multivariate records
• Asymptotic behavior of the records of multivariate random sequences in a norm sense
• Multivariate maxima of moving multivariate maxima
• On functional records and champions
• Multivariate records of particle scores in supercritical branching processes with continuous time
• Multiparameter maximal averages

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