Application of copulas in the proof of the almost sure central limit theorem for the kth largest maxima of some random variables

DOI10.4064/AM2340-10-2017zbMATH Open1393.60033OpenAlexW2792664875MaRDI QIDQ3177166FDOQ3177166

Authors: Marcin Dudziński, Konrad Furmańczyk 

Publication date: 27 July 2018

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am2340-10-2017

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zbMATH Keywords

copulaArchimedean copulasalmost sure central limit theoremsprocesses defined by Archimedean copulas\(\mathrm{MTP}_2\) dependence\(k\)th largest order statisticsassociated r.v.'scopula generator

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• A note on the almost sure limit theorem for the product of partial sums
• Title not available (Why is that?)

Cited In (4)

• An empirical central limit theorem with applications to copulas under weak dependence
• An empirical almost sure central limit theorem under the weak dependence assumptions and its application to copula processes
• On some applications of the Archimedean copulas in the proofs of the almost sure central limit theorems for certain order statistics
• Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima

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