Asymptotic properties of bivariate random extremes

Faculty Not Specified Year: 1997
Type of Publication: Article Pages: 203-217
Authors: DOI: 10.1016/S0378-3758(96)00157-7
Journal: JOURNAL OF STATISTICAL PLANNING AND INFERENCE ELSEVIER SCIENCE BV Volume: 61
Research Area: Mathematics ISSN ISI:A1997XH24300002
Keywords : order statistics, weak convergence, bivariate extremes, sample of random size    
Abstract:
The class of limit distribution functions (d.f.s) of bivariate extremes order statistics with random sample size, which is independent of all basic random variables (r.v.s), is fully characterized. Necessary and sufficient conditions, as well as, the domains of attraction of the limit d.f.s are obtained. Furthermore, when the interrelation of the random size and the basic r.v.s is not restricted, sufficient conditions of the convergence and the forms of the limit d.f.s are deduced.
   
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