Limit theorems for bivariate extremes of
non-identically distributed random variables
Applicationes Mathematicae, Tome 29 (2002) no. 4, pp. 371-386
Voir la notice de l'article provenant de la source Institute of Mathematics Polish Academy of Sciences
The limit behaviour of the extreme order statistics arising from $n$ two-dimensional independent and non-identically distributed random vectors is investigated. Necessary and sufficient conditions for the weak convergence of the distribution function (d.f.) of the vector of extremes, as well as the form of the limit d.f.'s, are obtained. Moreover, conditions for the components of the vector of extremes to be asymptotically independent are studied.
Keywords:
limit behaviour extreme order statistics arising two dimensional independent non identically distributed random vectors investigated necessary sufficient conditions weak convergence distribution function vector extremes form limit obtained moreover conditions components vector extremes asymptotically independent studied
Affiliations des auteurs :
H. M. Barakat 1
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author = {H. M. Barakat},
title = {Limit theorems for bivariate extremes of
non-identically distributed random variables},
journal = {Applicationes Mathematicae},
pages = {371--386},
publisher = {mathdoc},
volume = {29},
number = {4},
year = {2002},
doi = {10.4064/am29-4-1},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am29-4-1/}
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TY - JOUR AU - H. M. Barakat TI - Limit theorems for bivariate extremes of non-identically distributed random variables JO - Applicationes Mathematicae PY - 2002 SP - 371 EP - 386 VL - 29 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/articles/10.4064/am29-4-1/ DO - 10.4064/am29-4-1 LA - en ID - 10_4064_am29_4_1 ER -
H. M. Barakat. Limit theorems for bivariate extremes of non-identically distributed random variables. Applicationes Mathematicae, Tome 29 (2002) no. 4, pp. 371-386. doi: 10.4064/am29-4-1
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