MULTIVARIATE EXTREME VALUES IN STATIONARY RANDOM SEQUENCES

被引：16
|
作者：
HUSLER, J
机构：
[1] Department of Mathematical Statistics, University of Bern
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1990年 / 35卷 / 01期
关键词：
association; extreme value; limit distributions; mixing conditions; positive and negative dependence; stationary random sequences;
D O I：
10.1016/0304-4149(90)90125-C
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The limit distributions of multivariate extreme values of stationary random sequences are associated under mild mixing conditions. Also sufficient conditions are given such that the limit has independent components. Examples indicate that these results do not hold for general stationary sequences. © 1990.
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页码：99 / 108
页数：10
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