A note on the convergence of trivariate extreme order statistics and extension

DOI10.1007/BF02936569zbMath1074.60025MaRDI QIDQ2386815

H. M. Barakat, E. M. Nigm, M. M. Askar

Publication date: 25 August 2005

Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)

zbMATH Keywords

convergence of multivariate extremesnegative quadrant random variables

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Bayesian inference (62F15) Order statistics; empirical distribution functions (62G30)

Cites Work

• Unnamed Item
• Limit theorems for lower-upper extreme values from two-dimensional distribution function
• Extremes and related properties of random sequences and processes
• Asymptotic properties of bivariate random extremes
• On the trivariate extreme value distributions
• Negative association of random variables, with applications
• Order Statistics of Samples from Multivariate Distributions
• Cross moments of extreme observai ions from a multtvariate lognormal distribution
• The Multivariate Gaussian Tail Model: An Application to Oceanographic Data

This page was built for publication: A note on the convergence of trivariate extreme order statistics and extension