A note on the covergence of bivariate extreme order statistics
In this note an interesting fact is proved that, for any vector of bivariate extreme order statistics there exists (at least) a sequence of vectors of real numbers for which the distrihution function (d.f.) of this vector converges to a nondegenerate limit if and only if its marginals converge to no...
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| Format: | Article |
| Language: | English |
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University of Bologna
2007-10-01
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| Series: | Statistica |
| Online Access: | http://rivista-statistica.unibo.it/article/view/387 |
| _version_ | 1818669462086221824 |
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| author | Haroon Mohamed Barakat |
| author_facet | Haroon Mohamed Barakat |
| author_sort | Haroon Mohamed Barakat |
| collection | DOAJ |
| description | In this note an interesting fact is proved that, for any vector of bivariate extreme order statistics there exists (at least) a sequence of vectors of real numbers for which the distrihution function (d.f.) of this vector converges to a nondegenerate limit if and only if its marginals converge to nondegenerate limits. Moreover, the limit splits into the product of the limit: marginals if the bivariate d.f., from which the order statistics are drawn, is of negative quadrant dependent random variables (r.v., s). |
| first_indexed | 2024-12-17T06:52:36Z |
| format | Article |
| id | doaj.art-7b8e3b9add2346918333109aec4c3ff9 |
| institution | Directory Open Access Journal |
| issn | 0390-590X 1973-2201 |
| language | English |
| last_indexed | 2024-12-17T06:52:36Z |
| publishDate | 2007-10-01 |
| publisher | University of Bologna |
| record_format | Article |
| series | Statistica |
| spelling | doaj.art-7b8e3b9add2346918333109aec4c3ff92022-12-21T21:59:33ZengUniversity of BolognaStatistica0390-590X1973-22012007-10-01621273210.6092/issn.1973-2201/387378A note on the covergence of bivariate extreme order statisticsHaroon Mohamed BarakatIn this note an interesting fact is proved that, for any vector of bivariate extreme order statistics there exists (at least) a sequence of vectors of real numbers for which the distrihution function (d.f.) of this vector converges to a nondegenerate limit if and only if its marginals converge to nondegenerate limits. Moreover, the limit splits into the product of the limit: marginals if the bivariate d.f., from which the order statistics are drawn, is of negative quadrant dependent random variables (r.v., s).http://rivista-statistica.unibo.it/article/view/387 |
| spellingShingle | Haroon Mohamed Barakat A note on the covergence of bivariate extreme order statistics Statistica |
| title | A note on the covergence of bivariate extreme order statistics |
| title_full | A note on the covergence of bivariate extreme order statistics |
| title_fullStr | A note on the covergence of bivariate extreme order statistics |
| title_full_unstemmed | A note on the covergence of bivariate extreme order statistics |
| title_short | A note on the covergence of bivariate extreme order statistics |
| title_sort | note on the covergence of bivariate extreme order statistics |
| url | http://rivista-statistica.unibo.it/article/view/387 |
| work_keys_str_mv | AT haroonmohamedbarakat anoteonthecovergenceofbivariateextremeorderstatistics AT haroonmohamedbarakat noteonthecovergenceofbivariateextremeorderstatistics |