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Teoriya Veroyatnostei i ee Primeneniya, 1974, Volume 19, Issue 4, Pages 849–853
(Mi tvp3988)
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This article is cited in 3 scientific papers (total in 3 papers)
Short Communications
Asymptotic independence of components of multivariate extreme order statistics
V. G. Mikhailov Moscow
Abstract:
Let $X_{ik}$ be the $(n-k+1)$-th order statistic for a sample of the $i$-th coordinates of independent random vectors $X^{(1)},\dots,X^{(n)}$ in $R^N$. We investigate necessary and sufficient conditions for asymptotic independence of $X_{ik_i}$, $i=1,\dots,N$, as $n\to\infty$ where $k_1,\dots,k_N$ are arbitrary fixed numbers.
Received: 06.03.1973
Citation:
V. G. Mikhailov, “Asymptotic independence of components of multivariate extreme order statistics”, Teor. Veroyatnost. i Primenen., 19:4 (1974), 849–853; Theory Probab. Appl., 19:4 (1975), 817–821
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https://www.mathnet.ru/eng/tvp3988 https://www.mathnet.ru/eng/tvp/v19/i4/p849
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Abstract page: | 207 | Full-text PDF : | 85 |
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