The distribution of argmaximum or a winner problem

DOI10.1016/j.spl.2024.110152zbMATH Open1545.60035MaRDI QIDQ6580278

Youri Davydov, Vladimir I. Rotar'

Publication date: 29 July 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

limit theoremmaximum of random variablesargmaximum

Mathematics Subject Classification ID

Gaussian processes (60G15) Functional limit theorems; invariance principles (60F17)

Cites Work

• Bivariate extreme statistics. I
• Limiting forms of the frequency distribution of the largest or smallest member of a sample.
• Maxima of independent, non-identically distributed Gaussian vectors
• Sur la distribution limite du terme maximum d'une série aléatoire
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