Extreme order statistics in an equally correlated Gaussian array
Applicationes Mathematicae, Tome 22 (1993) no. 2, pp. 193-200
Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences
This paper contains the results concerning the weak convergence of d-dimensional extreme order statistics in a Gaussian, equally correlated array. Three types of limit distributions are found and sufficient conditions for the existence of these distributions are given.
DOI :
10.4064/am-22-2-193-200
Keywords:
equally correlated, Gaussian array, extreme order statistics
Affiliations des auteurs :
Mateusz Wiśniewski 1
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author = {Mateusz Wi\'sniewski},
title = {Extreme order statistics in an equally correlated {Gaussian} array},
journal = {Applicationes Mathematicae},
pages = {193--200},
year = {1993},
volume = {22},
number = {2},
doi = {10.4064/am-22-2-193-200},
zbl = {0809.62012},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am-22-2-193-200/}
}
TY - JOUR AU - Mateusz Wiśniewski TI - Extreme order statistics in an equally correlated Gaussian array JO - Applicationes Mathematicae PY - 1993 SP - 193 EP - 200 VL - 22 IS - 2 UR - http://geodesic.mathdoc.fr/articles/10.4064/am-22-2-193-200/ DO - 10.4064/am-22-2-193-200 LA - en ID - 10_4064_am_22_2_193_200 ER -
Mateusz Wiśniewski. Extreme order statistics in an equally correlated Gaussian array. Applicationes Mathematicae, Tome 22 (1993) no. 2, pp. 193-200. doi: 10.4064/am-22-2-193-200
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