Asymptotic Independence of Vector Components of Multivariate Extreme Order Statistics

DOI10.1137/1119091MaRDI QIDQ4092765zbMATH OpenOpenAlexFDO

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)

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

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