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Extreme value theory for multivariate stationary sequences
- Source :
- Journal of Multivariate Analysis. (2):274-291
- Publisher :
- Published by Elsevier Inc.
-
Abstract
- A distributional mixing condition is introduced for stationary sequences of random vectors to study their extremes. For a sequence satisfying the condition, the following topics which concern the weak limit F of properly normalized partial maxima are studied: (1) To obtain characterizations of F. (2) To study a condition under which the partial maxima behave as they would if the sequence were i.i.d. (3) To consider problems in connection with the independence of the margins of F.
- Subjects :
- Statistics and Probability
Numerical Analysis
Sequence
Pure mathematics
Weak convergence
stationary sequences
Multivariate random variable
Stationary sequence
extreme values
Statistics
weak convergence
Limit (mathematics)
Statistics, Probability and Uncertainty
Extreme value theory
Maxima
Independence (probability theory)
Mathematics
Subjects
Details
- Language :
- English
- ISSN :
- 0047259X
- Issue :
- 2
- Database :
- OpenAIRE
- Journal :
- Journal of Multivariate Analysis
- Accession number :
- edsair.doi.dedup.....40132bdfea5d80b4745a6c6ef7b8bfc6
- Full Text :
- https://doi.org/10.1016/0047-259X(89)90028-6