LIMIT THEORY FOR MULTIVARIATE SAMPLE EXTREMES

被引：3

作者：

DEHAAN, L

RESNICK, SI

机构：

[1] ERASMUS UNIV,ROTTERDAM,NETHERLANDS

[2] COLORADO STATE UNIV,DEPT STAT,FT COLLINS,CO 80523

[3] ECONOMETR INST BURGEMEESTER OUDLAAN 50,NL-3016 ROTTERDAM,NETHERLANDS

来源：

ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE | 1977年 / 40卷 / 04期

关键词：

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：317 / 337

页数：21

共 15 条

[1] MAX-INFINITE DIVISIBILITY [J].

BALKEMA, AA ;

RESNICK, SI .

[2]

de Haan L.F.M., 1970, REGULAR VARIATION IT

[3]

DEHAAN L, 1971, Z WAHRSCHEINLICHKEIT, V17, P241

[4]

DEHAAN L, 1974, J APPL PROBAB, V11, P836

[5] EXTREMAL PROCESSES [J].

DWASS, M .

ANNALS OF MATHEMATICAL STATISTICS, 1964, 35 (04) :1718-&

[6] ORDER STATISTICS OF SAMPLES FROM MULTIVARIATE DISTRIBUTIONS [J].

GALAMBOS, J .

[7] The limited distribution of the maximum term of a random series [J].

Gnedenko, B .

[8]

Levy PP., 1937, THEORIE ADDITION VAR

[9]

PICKANDS J, 1976, MULTIVARIATE EXTREME

[10]

Resnick S., 1973, ADV APPL PROBAB, V5, P287