Asymptotic Independence of Vector Components of Multivariate Extreme Order Statistics

DOI10.1137/1119091zbMATH Open0327.62012OpenAlexW2088113567MaRDI QIDQ4092765FDOQ4092765

Authors: Vladimir G. Mikhailov 

Publication date: 1974

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1119091

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

Cited In (4)

• On the trivariate extreme value distributions
• Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics
• Asymptotic properties of multivariate order statistics with random index
• Extreme value theory for multivariate stationary sequences

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