A note on maxima of bivariate random vectors

被引：6

作者：

Hooghiemstra, G

Husler, J

机构：

[1] DELFT UNIV TECHNOL,DEPT TECH MATH,DELFT,NETHERLANDS

[2] UNIV BERN,DEPT STAT,CH-3012 BERN,SWITZERLAND

来源：

STATISTICS & PROBABILITY LETTERS | 1996年 / 31卷 / 01期

关键词：

maxima; triangular array; bivariate normal random vectors; limiting distribution; extreme value distribution; process of maxima with respect to directions; dependence;

D O I：

10.1016/S0167-7152(96)00005-3

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：

For i.i.d. bivariate normal vectors we consider the maxima of the projections with respect to two arbitrary directions. A limit theorem for these maxima is proved for the case that the angle of the two directions approaches zero. The result is generalized to a functional limit theorem.

引用

页码：1 / 6

页数：6

共 7 条

[1]

BILLINGSLEY P, 1968, WEAK CONVERGENCE PRO

[2] EXTREME VALUES OF INDEPENDENT STOCHASTIC-PROCESSES [J].