Maximum interpoint distance of high-dimensional random vectors

DOI10.3150/24-bej1738MaRDI QIDQ6632617

Carolin Kleemann, Johannes Heiny

Publication date: 5 November 2024

Published in: Bernoulli (Search for Journal in Brave)

zbMATH Keywords

extreme value theoryGumbel distributionGaussian approximationindependence testhigh dimension\(p\)-normsChen-Stein Poisson approximationmaximum under dependence

Mathematics Subject Classification ID

Large deviations (60F10) Approximations to statistical distributions (nonasymptotic) (62E17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

This page was built for publication: Maximum interpoint distance of high-dimensional random vectors