On the number of points near the multivariate maxima

DOI10.1016/S0167-7152(01)00028-1MaRDI QIDQ5956480zbMATH OpenOpenAlexWikidataFDO

Authors Enkelejd Hashorva, J. Hüsler

Publication date 15 January 2004

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

Full work available at URL https://doi.org/10.1016/s0167-7152(01)00028-1

zbMATH Keywords

extremal pointspoint processweak convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)

Review text

The paper presents results concerning the number of points near bivariate maxima. Namely, denote as \(\{X_i\), \(i\geq 1\}\) a sequence of independent and identically distributed random vectors with a common continuous distribution function. The paper considers both exact and asymptotic results for the number of elements of the sequence which fall in some random region determined by the componentwise maxima and in particular rectangle regions. Exact distributional results for the finite sample case are derived as well as the asymptotic behaviour for which a weak convergence result for a sequence of related point processes to a Cox process is provided. Extensions to the multivariate case are discussed.

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Cites work

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Cited in

(13)

• On the variance of the number of maxima in random vectors and its applications
• On the number of near-maximum insurance claim under dependence.
• Domination of sample maxima and related extremal dependence measures
• Bivariate maximum insurance claim and related point processes
• How many maxima can there be?
• Multiple maxima in multivariate samples
• On the number of near-maxima
• scientific article; zbMATH DE number 3154919 (Why is no real title available?)
• The neighbourhood of bivariate maxima
• Multivariate maxima of moving multivariate maxima
• On numbers of observations in random regions determined by records
• Numbers of near bivariate record-concomitant observations
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