Bivariate CDF iterations and asymptotic independence

DOI10.1016/0047-259X(87)90157-6zbMath0627.62074OpenAlexW2030610390MaRDI QIDQ1092568

S. Sastrosoewignjo, Chang Chung Yu Dorea

Publication date: 1987

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(87)90157-6

zbMATH Keywords

weak convergencelimiting distributionasymptotic independencebivariate random vectorsextreme value iterationmarginal iterandsmaximin iteration

Mathematics Subject Classification ID

Multivariate analysis (62H99) Asymptotic distribution theory in statistics (62E20) Limit theorems in probability theory (60F99)

Related Items (2)

Bivariate CDF iterations and asymptotic independence ⋮ Asymptotic test for independence of extreme values

Cites Work

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• Bivariate CDF iterations and asymptotic independence
• Domains of attraction of multivariate extreme value distributions
• Sur la distribution limite du terme maximum d'une série aléatoire
• Game Value Distributions I
• On a Certain Class of Limit Distributions and their Domain of Attraction
• Game Value Distributions II

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