Random fields and random sampling
Kybernetika, Tome 55 (2019) no. 6, pp. 897-914
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We study the limiting distribution of the maximum value of a stationary bivariate real random field satisfying suitable weak mixing conditions. In the first part, when the double dimensions of the random samples have a geometric growing pattern, a max-semistable distribution is obtained. In the second part, considering the random field sampled at double random times, a mixture distribution is established for the limiting distribution of the maximum.
We study the limiting distribution of the maximum value of a stationary bivariate real random field satisfying suitable weak mixing conditions. In the first part, when the double dimensions of the random samples have a geometric growing pattern, a max-semistable distribution is obtained. In the second part, considering the random field sampled at double random times, a mixture distribution is established for the limiting distribution of the maximum.
DOI : 10.14736/kyb-2019-6-0897
Classification : 60G60, 60G70
Keywords: stationary random fields; max-semistable laws; random double sample size
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Dias, Sandra; Temido, Maria da Graça. Random fields and random sampling. Kybernetika, Tome 55 (2019) no. 6, pp. 897-914. doi: 10.14736/kyb-2019-6-0897

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