Stability of extreme value for a multidimensional sample

Marie-Françoise Delcroix; Pierre Jacob

Statistique et analyse des données (1991)

  • Volume: 16, Issue: 1, page 1-21
  • ISSN: 0750-7364

How to cite

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Delcroix, Marie-Françoise, and Jacob, Pierre. "Stability of extreme value for a multidimensional sample." Statistique et analyse des données 16.1 (1991): 1-21. <http://eudml.org/doc/109002>.

@article{Delcroix1991,
author = {Delcroix, Marie-Françoise, Jacob, Pierre},
journal = {Statistique et analyse des données},
language = {eng},
number = {1},
pages = {1-21},
publisher = {Association pour la statistique et ses illustrations},
title = {Stability of extreme value for a multidimensional sample},
url = {http://eudml.org/doc/109002},
volume = {16},
year = {1991},
}

TY - JOUR
AU - Delcroix, Marie-Françoise
AU - Jacob, Pierre
TI - Stability of extreme value for a multidimensional sample
JO - Statistique et analyse des données
PY - 1991
PB - Association pour la statistique et ses illustrations
VL - 16
IS - 1
SP - 1
EP - 21
LA - eng
UR - http://eudml.org/doc/109002
ER -

References

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  2. Fisher, L., (1966), The convex hull of a sample, Bull. Am. Math. Soc. 72, 555-558 . Zbl0144.42403MR192526
  3. Gather, U. and Rauhut, B., (1990), The outlier behaviour of probability distributions, Jounai of statistical planning and Inference 26, 237-252. Zbl0705.62021MR1079264
  4. Geffroy, J., ( 1958, 1959), Contribution à la théorie des valeurs extrêmes, Pub. Inst. Stat. Univ. Paris, 1958 (fasc. 4) et 1959 (fasc. 1). Zbl0092.34901MR105168
  5. Geffroy, J., (1961), Localisation asymptotique du polyèdre d'appui d'un échantillon laplacien à k dimension, Publ. Inst. Stat. Univ. Paris, 1961, n°59. Zbl0102.35101MR141148
  6. Gnedenko, B.V., (1943), Sur la distribution limite du terme maximum d'une série aléatoire. Ann. Math. 44, 423-453. Zbl0063.01643MR8655
  7. Green, R.F., (1976), Outlier-prone and outlier-resistant distributions, J. Amer. Statist. Assoc. 71, 502-505. Zbl0344.62016MR411013
  8. Haiman, G., Puri, M., (1990), A strong invariance principle concerning the J-uper order statistics for stationary m-dependent sequences, Journal of Statistical Planning and inference. Zbl0715.60045MR1055962
  9. Haiman, G., Puri, M., A strong invariance principle concerning the J-upper ordre of statistics for stationary gaussian sequences" (à paraître dans Annals of Probability). Zbl0772.60020
  10. Mathar, R., (1989), The outlier-behaviour of distributions and the decay power of optimal tests at decreasing level. Statistics 20 (2), 247-254. Zbl0671.62023MR996867
  11. Muñoz-Garcia, J., Moreno-Rebollo, J.L. and Pascual-Acosta, A., (1990), Outliers : A formal approach. International Statistical Review, 58, 3,215-226. Zbl0733.62005
  12. Lecoutre, J.P., (1982), Contribution à l'estimation non-paramétrique de la régression. Thèse, Université Pierre et Marie Curie, Paris. 
  13. Davis, R., Mulrow, E., Resnick, S., (1987), The convex hull of a random sample in R2. Comm. statist. - stochastic models ; 3(1), 1-27. Zbl0621.60014MR890176

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