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Conical Extremes of a Multivariate Sample

We introduce multivariate extremes in the direction of a given cone. Convergence results for the number of the kth extremes are obtained for sampling from a distribution having asymptotically independent radial and spherical components and regularly varying tail of the radial component.

Detalles Bibliográficos
Autor principal: Gnedin, Alexander V.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: [Gaithersburg, MD] : U.S. Dept. of Commerce, National Institute of Standards and Technology 1994
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8345292/
https://www.ncbi.nlm.nih.gov/pubmed/37405290
http://dx.doi.org/10.6028/jres.099.049