Extreme order statistics in an equally correlated Gaussian array
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Publication:4311218
DOI10.4064/am-22-2-193-200zbMath0809.62012OpenAlexW827499639MaRDI QIDQ4311218
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Publication date: 29 March 1995
Published in: Applicationes Mathematicae (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/219091
limiting distributionslimit distributionsextreme order statisticstriangular array of Gaussian, equally correlated random vectors
Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70)
Related Items (8)
Some distributional limit theorems for the maxima of Gaussian vector sequences ⋮ Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences ⋮ On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences ⋮ Asymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequences ⋮ The almost sure limit theorem for the maxima and minima of strongly dependent Gaussian vector sequences ⋮ Limit distribution of maxima of strongly dependent Gaussian vector sequences under complete and incomplete samples ⋮ Almost sure convergence for the maxima of strongly dependent stationary Gaussian vector sequences ⋮ Joint limit distributions of exceedances point processes and partial sums of Gaussian vector sequence
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