DOMAINS OF ATTRACTION OF MULTIVARIATE EXTREME-VALUE DISTRIBUTIONS

被引：5

作者：

TAKAHASHI, R

机构：

来源：

JOURNAL OF RESEARCH OF THE NATIONAL INSTITUTE OF STANDARDS AND TECHNOLOGY | 1994年 / 99卷 / 04期

关键词：

ASYMPTOTIC JOINT DISTRIBUTION; DEPENDENCE FUNCTION; MULTIVARIATE EXTREME STATISTICS;

D O I：

10.6028/jres.099.053

中图分类号：

TH7 [仪器、仪表];

学科分类号：

0804 ; 080401 ; 081102 ;

摘要：

Some necessary and sufficient conditions for domains of attraction of multivariate extreme value distributions are shown by using dependence functions. The joint asymptotic distribution of multivariate extreme statistics is also shown.

引用

页码：551 / 554

页数：4

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