scientific article; zbMATH DE number 69446

MaRDI QIDQ4014952zbMATH OpenFDO

Authors

Publication date 27 October 1992

zbMATH Keywords

stationary sequencelimiting joint distributionssums and maxima

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05)

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(11)

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• On joint sum/max stability and sum/max domains of attraction
• Limit distribution of the sum and maximum from multivariate Gaussian sequences
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• Asymptotic independence of the sum and maximum of dependent random variables with applications to high-dimensional tests
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• A new multivariate model involving geometric sums and maxima of exponentials
• Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays
• Asymptotic independence of the quadratic form and maximum of independent random variables with applications to high-dimensional tests
• On the joint limiting distribution of the first and the second maxima
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