Limit theorems for bivariate extremes of non-identically distributed random variables

• Autorzy: H. M. Barakat
• Języki publikacji: EN

Abstrakty

EN

The limit behaviour of the extreme order statistics arising from n two-dimensional independent and non-identically distributed random vectors is investigated. Necessary and sufficient conditions for the weak convergence of the distribution function (d.f.) of the vector of extremes, as well as the form of the limit d.f.'s, are obtained. Moreover, conditions for the components of the vector of extremes to be asymptotically independent are studied.

Kategorie tematyczne

• 62E15: Exact distribution theory
• 62G30: Order statistics; empirical distribution functions
• 60F05: Central limit and other weak theorems
• 62E20: Asymptotic distribution theory

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2002
• Tom: 29
• Numer: 4
• Strony: 371-386

Daty

wydano

2002

Twórcy

autor

H. M. Barakat

• Department of Mathematics, Faculty of Science, Zagazig University, Zagazig, Egypt

Identyfikatory

DOI

10.4064/am29-4-1