Asymptotic independence of components of multivariate extreme order statistics
Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 4, pp. 849-853
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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.
@article{TVP_1974_19_4_a16,
author = {V. G. Mikhailov},
title = {Asymptotic independence of components of multivariate extreme order statistics},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {849--853},
year = {1974},
volume = {19},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1974_19_4_a16/}
}
V. G. Mikhailov. Asymptotic independence of components of multivariate extreme order statistics. Teoriâ veroâtnostej i ee primeneniâ, Tome 19 (1974) no. 4, pp. 849-853. http://geodesic.mathdoc.fr/item/TVP_1974_19_4_a16/