ON MULTIVARIATE EXTREMAL PROCESSES

被引:10
|
作者
GNEDIN, AV
机构
[1] University of Göttingen, Göttingen
[2] Institut für Mathematische Stochastik, Universität Göttingen, D-3400, Göttingen
关键词
RECORDS; RECORD TIMES; RANKS; POISSON PROCESS;
D O I
10.1006/jmva.1993.1057
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
We find a necessary and sufficient condition for joint asymptotic independence of componentwise processes of record times generated by a multivariate random sample. © 1993 Academic Press Inc.
引用
收藏
页码:207 / 213
页数:7
相关论文
共 50 条