Asymptotic behavior of the maximum of multivariate order statistics in a norm sense

DOI10.1214/19-BJPS465zbMath1467.62068OpenAlexW3087898938MaRDI QIDQ2032339

M. H. Harpy, H. M. Barakat, E. M. Nigm

Publication date: 11 June 2021

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bjps/1601020824

zbMATH Keywords

weak convergencemultivariate extremessup-normD-normLondon Air Quality Network (LAQN)marginal ordering principlereduced ordering principle

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to environmental and related topics (62P12) Order statistics; empirical distribution functions (62G30) Large deviations (60F10)

Related Items (4)

Limit theorems for order statistics with variable rank under exponential normalization ⋮ Limit theorems for univariate and bivariate order statistics with variable ranks ⋮ Asymptotic behavior of the records of multivariate random sequences in a norm sense ⋮ Asymptotic maxima of folded distributions with application to the multivariate extreme theory

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