Pages that link to "Item:Q1897168"
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The following pages link to A note on the asymptotic independence of the sum and maximum of strongly mixing stationary random variables (Q1897168):
Displaying 35 items.
- Almost sure central limit theorem for self-normalized partial sums and maxima (Q326732) (← links)
- A note on the almost sure central limit theorems for the maxima and sums (Q385856) (← links)
- The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences (Q397205) (← links)
- Joint asymptotic distribution of exceedances point process and partial sum of stationary Gaussian sequence (Q423189) (← links)
- A note on almost sure central limit theorem in the joint version for the maxima and sums (Q607944) (← links)
- Joint behavior of point process of exceedances and partial sum from a Gaussian sequence (Q745520) (← links)
- Limit distribution of the sum and maximum from multivariate Gaussian sequences (Q873619) (← links)
- Extremal properties for weakly correlated random variables arising in speckle patterns (Q967625) (← links)
- A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence (Q1299492) (← links)
- The joint distribution of the sum and maximum of dependent Pareto risks (Q1661338) (← links)
- Joint limit distributions of exceedances point processes and partial sums of Gaussian vector sequence (Q1757945) (← links)
- Limit theorems for mixed max-sum processes with renewal stopping (Q1769414) (← links)
- Limit distributions of norms of vectors of positive i. i. d. random variables (Q1872208) (← links)
- On the asymptotic independence of the sum and rare values of weakly dependent stationary random variables (Q1909952) (← links)
- Asymptotic joint distribution of extreme eigenvalues and trace of large sample covariance matrix in a generalized spiked population model (Q1996762) (← links)
- Max-sum tests for cross-sectional independence of high-dimensional panel data (Q2131268) (← links)
- On the maxima and sums of homogeneous Gaussian random fields (Q2407762) (← links)
- A new multivariate model involving geometric sums and maxima of exponentials (Q2431579) (← links)
- Asymptotically independent U-statistics in high-dimensional testing (Q2656592) (← links)
- The Joint Distribution of the Sum and the Maximum of IID Exponential Random Variables (Q2903840) (← links)
- Almost sure central limit theorems of the partial sums and maxima from complete and incomplete samples of stationary sequences (Q2905269) (← links)
- A general result in almost sure central limit theory for random fields (Q2934837) (← links)
- Almost sure local central limit theorem for sample range (Q2979580) (← links)
- Almost sure central limit theorem for partial sums and maxima (Q3623109) (← links)
- (Q4952330) (← links)
- Asymptotics of maxima and sums for a type of strongly dependent isotropic Gaussian random fields (Q5031691) (← links)
- On joint weak convergence of partial sum and maxima processes (Q5086520) (← links)
- Power enhancement for testing multi-factor asset pricing models via Fisher's method (Q6150526) (← links)
- Max-sum test based on Spearman's footrule for high-dimensional independence tests (Q6170540) (← links)
- Joint sum-and-max limit for a class of long-range dependent processes with heavy tails (Q6592128) (← links)
- Asymptotic independence of the sum and maximum of dependent random variables with applications to high-dimensional tests (Q6593385) (← links)
- The limit theorems on extreme order statistics and partial sums of i.i.d. random variables (Q6595229) (← links)
- Adaptive rank-based tests for high dimensional mean problems (Q6606031) (← links)
- Asymptotic results for sums and extremes (Q6639522) (← links)
- Asymptotic independence of the quadratic form and maximum of independent random variables with applications to high-dimensional tests (Q6661075) (← links)