Asymptotic behaviour of near-maxima of Gaussian sequences

DOI10.1007/S00184-013-0468-2MaRDI QIDQ479485zbMATH OpenOpenAlexFDO

Authors J. Vasantha Kumari, R. Vasudeva

Publication date 5 December 2014

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-013-0468-2

zbMATH Keywords

Gaussian random vectorlimit theoremsnear-maxima

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20)

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Cites work

• A note on the number of observations near an order statistic
• Asymptotic properties of numbers of observations in random regions determined by central order statistics
• Estimation of Tails and Related Quantities Using the Number of Near-Extremes
• How Many Observations Fall in a Neighborhood of an Order Statistic?
• scientific article; zbMATH DE number 3172233 (Why is no real title available?)
• scientific article; zbMATH DE number 3592801 (Why is no real title available?)
• Large deviations for proportions of observations which fall in random sets determined by order statistics
• Limit laws for the number of near maxima via the Poisson approximation
• Near-extremes and related point processes
• On numbers of observations near randomly indexed order statistics
• On the number of near-maxima
• On the number of near-maximum insurance claim under dependence.
• On the number of near-maximum insurance claims
• ON THE NUMBER OF RECORDS NEAR THE MAXIMUM
• The number and sum of near-maxima for thin-tailed populations

Cited in

(7)

• Asymptotics of dominated Gaussian maxima
• Asymptotic behaviour of high Gaussian minima
• Maxima of normal random vectors: Between independence and complete dependence
• On the asymptotic behavior of the sequence and series of running maxima from a real random sequence
• scientific article; zbMATH DE number 3844737 (Why is no real title available?)
• On the limiting distribution of the maximum of a weakly dependent Gaussian sequence with random index
• scientific article; zbMATH DE number 5259819 (Why is no real title available?)

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