Limit theorems for bivariate extremes of non-identically distributed random variables

H. M. Barakat. "Limit theorems for bivariate extremes of non-identically distributed random variables." Applicationes Mathematicae 29.4 (2002): 371-386. <http://eudml.org/doc/279536>.

@article{H2002,
abstract = {The limit behaviour of the extreme order statistics arising from n two-dimensional independent and non-identically distributed random vectors is investigated. Necessary and sufficient conditions for the weak convergence of the distribution function (d.f.) of the vector of extremes, as well as the form of the limit d.f.'s, are obtained. Moreover, conditions for the components of the vector of extremes to be asymptotically independent are studied.},
author = {H. M. Barakat},
journal = {Applicationes Mathematicae},
keywords = {bivariate order statistics; upper extremes; limit distributions; independence},
language = {eng},
number = {4},
pages = {371-386},
title = {Limit theorems for bivariate extremes of non-identically distributed random variables},
url = {http://eudml.org/doc/279536},
volume = {29},
year = {2002},
}

TY - JOUR
AU - H. M. Barakat
TI - Limit theorems for bivariate extremes of non-identically distributed random variables
JO - Applicationes Mathematicae
PY - 2002
VL - 29
IS - 4
SP - 371
EP - 386
AB - The limit behaviour of the extreme order statistics arising from n two-dimensional independent and non-identically distributed random vectors is investigated. Necessary and sufficient conditions for the weak convergence of the distribution function (d.f.) of the vector of extremes, as well as the form of the limit d.f.'s, are obtained. Moreover, conditions for the components of the vector of extremes to be asymptotically independent are studied.
LA - eng
KW - bivariate order statistics; upper extremes; limit distributions; independence
UR - http://eudml.org/doc/279536
ER -