On some applications of the Archimedean copulas in the proofs of the almost sure central limit theorems for certain order statistics

DOI10.4134/BKMS.B160329MaRDI QIDQ5357939zbMATH OpenOpenAlexWikidataFDO

Authors Marcin Dudziński, Konrad Furmańczyk

Publication date 18 September 2017

Published in Bulletin of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4134/bkms.b160329

zbMATH Keywords

Archimedean copulasorder statisticsalmost sure central limit theorems

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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(4)

• An empirical central limit theorem with applications to copulas under weak dependence
• Limit distributions of upper order statistics for families of multivariate distributions
• Application of copulas in the proof of the almost sure central limit theorem for the \(k\)th largest maxima of some random variables
• Some applications of the Archimedean copulas in the proof of the almost sure central limit theorem for ordinary maxima

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