Affordable Access

ASYMPTOTIC DOMINATION OF SAMPLE MAXIMA

Authors
  • Hashorva, Enkelejd
  • Rullière, Didier
Publication Date
Sep 03, 2019
Source
HAL
Keywords
Language
English
License
Unknown
External links

Abstract

For a given random sample from some underlying multivariate distribution F we consider the domination of the component-wise maxima by some independent random vector W with underlying distribution function G. We show that the probability that certain components of the sample maxima are dominated by the corresponding components of W can be approximated under the assumptions that both F and G are in the max-domain of attraction of some max-stable distribution function F and G, respectively. We study further some basic properties of the dominated components of sample maxima by W .

Report this publication

Statistics

Seen <100 times