Asymptotic results for FGM random sequences

DOI10.1016/S0167-7152(01)00120-1zbMATH Open0996.60039MaRDI QIDQ5953885FDOQ5953885

Authors: Enkelejd Hashorva 

Publication date: 23 October 2002

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Recommendations

• Extreme values in FGM random sequences
• Limiting distribution of extreme values for FGM random sequences
• Max-sum local equivalence of random variables with Farlie-Gumbel-Morgenstern joint distribution
• Two theorems on the sequence of maxima of independent random variables
• scientific article; zbMATH DE number 5039709

zbMATH Keywords

strong law of large numbersFarlie-Gumbel-Morgenstern random sequencesalmost sure max-limit theorem

Mathematics Subject Classification ID

Strong limit theorems (60F15)

Cites Work

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• Foundations of Modern Probability
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• The performance of some correlation coefficients for a general bivariate distribution
• Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb.
• On some generalized farlie-gumbel-morgenstern distributions
• On some generalized farlie-gumbel-morgenstern distributions-II regression, correlation and further generalizations
• On almost sure max-limit theorems
• Almost Sure Convergence in Extreme Value Theory
• A note on the strong law of large numbers for positively dependent random variables
• Stability of sums of weighted nonnegative random variables
• Title not available (Why is that?)
• An extension of the almost sure max-limit theorem
• Some properties and generalizations of multivariate Eyraud-Gumbel- Morgenstern distributions
• Extreme values in FGM random sequences
• Title not available (Why is that?)
• Large deviations and central limit theorems for Eyraud-Farlie-Gumbel-Morgenstern processes

Cited In (6)

• Stability of expected \(L\)-statistics against weak dependence of observations
• Max-sum local equivalence of random variables with Farlie-Gumbel-Morgenstern joint distribution
• The strong law of large numbers for extended negatively dependent random variables
• Limiting distribution of extreme values for FGM random sequences
• Title not available (Why is that?)
• On convergence rate in the weak law of large numbers for FGM random sequences

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