Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10525948 | Statistics & Probability Letters | 2005 | 7 Pages |
Abstract
Let {Xn,n⩾1} be a sequence of independent random vectors in Rd,d⩾2, with common continuous distribution function F. For fixed n⩾2, we say that a multiple maximum occurs among the sample points X1,â¦,Xn if Mn=Xi for some i=1,â¦,n, with Mn the componentwise sample maximum. In this paper, we investigate the asymptotic behaviour (nââ) of the probability of observing a multiple maximum by imposing an asymptotic tail condition on F.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Enkelejd Hashorva, Jürg Hüsler,