Multiple maxima in multivariate samples

DOI10.1016/j.spl.2005.05.014zbMath1079.60515OpenAlexW2040359176MaRDI QIDQ2575552

Enkelejd Hashorva, Juerg 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)

Related Items (11)

On the records of multivariate random sequences ⋮ Domination of sample maxima and related extremal dependence measures ⋮ Asymptotic domination of sample maxima ⋮ Records and Increases of Multivariate Extremes of Random Particle Scores in Supercritical Branching Processes with Max-Linear Heredity ⋮ On power series related to multivariate records ⋮ Multivariate records of particle scores in supercritical branching processes with continuous time ⋮ Exchangeable random partitions from max-infinitely-divisible distributions ⋮ Asymptotic behavior of the records of multivariate random sequences in a norm sense ⋮ Multivariate records and hitting scenarios ⋮ On functional records and champions ⋮ Probabilities of Concurrent Extremes

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• Conical extremes of a multivariate sample
• Foundations of Modern Probability
• Concomitant tail behaviour for extremes
• On the Distribution of the Number of Admissible Points in a Vector Random Sample
• On asymptotics of multivariate integrals with applications to records

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