Asymptotics of the Joint Distribution of Multivariate Extrema
Let Wn and Zn be a bivariate extrema of independent identically distributed bivariate random variables with a distribution function F. in this paper the nonuniform estimate of convergence rate of the joint distribution of the normalized and centralized minima and maxima is obtained.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2001-06-01
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| Series: | Nonlinear Analysis |
| Subjects: | |
| Online Access: | http://www.zurnalai.vu.lt/nonlinear-analysis/article/view/15220 |
| _version_ | 1818367184718528512 |
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| author | A. Aksomaitis A. Jokimaitis |
| author_facet | A. Aksomaitis A. Jokimaitis |
| author_sort | A. Aksomaitis |
| collection | DOAJ |
| description | Let Wn and Zn be a bivariate extrema of independent identically distributed bivariate random variables with a distribution function F. in this paper the nonuniform estimate of convergence rate of the joint distribution of the normalized and centralized minima and maxima is obtained. |
| first_indexed | 2024-12-13T22:48:01Z |
| format | Article |
| id | doaj.art-b72e5ba71ff245a8a60aead0ba7e0cb9 |
| institution | Directory Open Access Journal |
| issn | 1392-5113 2335-8963 |
| language | English |
| last_indexed | 2024-12-13T22:48:01Z |
| publishDate | 2001-06-01 |
| publisher | Vilnius University Press |
| record_format | Article |
| series | Nonlinear Analysis |
| spelling | doaj.art-b72e5ba71ff245a8a60aead0ba7e0cb92022-12-21T23:28:41ZengVilnius University PressNonlinear Analysis1392-51132335-89632001-06-016110.15388/NA.2001.6.1.15220Asymptotics of the Joint Distribution of Multivariate ExtremaA. Aksomaitis0A. Jokimaitis1Kaunas University of Technology, LithuaniaKaunas University of Technology, LithuaniaLet Wn and Zn be a bivariate extrema of independent identically distributed bivariate random variables with a distribution function F. in this paper the nonuniform estimate of convergence rate of the joint distribution of the normalized and centralized minima and maxima is obtained.http://www.zurnalai.vu.lt/nonlinear-analysis/article/view/15220multivariate extreme valuelimit distributionsconvergence rate |
| spellingShingle | A. Aksomaitis A. Jokimaitis Asymptotics of the Joint Distribution of Multivariate Extrema Nonlinear Analysis multivariate extreme value limit distributions convergence rate |
| title | Asymptotics of the Joint Distribution of Multivariate Extrema |
| title_full | Asymptotics of the Joint Distribution of Multivariate Extrema |
| title_fullStr | Asymptotics of the Joint Distribution of Multivariate Extrema |
| title_full_unstemmed | Asymptotics of the Joint Distribution of Multivariate Extrema |
| title_short | Asymptotics of the Joint Distribution of Multivariate Extrema |
| title_sort | asymptotics of the joint distribution of multivariate extrema |
| topic | multivariate extreme value limit distributions convergence rate |
| url | http://www.zurnalai.vu.lt/nonlinear-analysis/article/view/15220 |
| work_keys_str_mv | AT aaksomaitis asymptoticsofthejointdistributionofmultivariateextrema AT ajokimaitis asymptoticsofthejointdistributionofmultivariateextrema |