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
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 1993年 / 46卷 / 02期
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
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