Asymptotic behavior of the maximum of multivariate order statistics in a norm sense

Faculty Science Year: 2020
Type of Publication: ZU Hosted Pages:
Authors:
Journal: Brazilian Journal of Probability and Statistics Brazilian Statistical Association Volume:
Keywords : Asymptotic behavior , , maximum , multivariate order statistics , , norm    
Abstract:
In this work, we investigate the asymptotic behavior of the extremes of a multivariate data by using the Reduced Ordering Principle (Rordering). When, the sup-norm is used, we reveal the interrelation between the R-ordering principle and Marginal Ordering Principle (M-ordering). The asymptotic behavior of the maximum sup-norms corresponding to the bivariate data is completely determined. Finally, an application to real data illustrates and corroborates the theoretical results.
   
     
 
       

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