Asymptotic Domination of Sample Maxima - Archive ouverte HAL
Article Dans Une Revue Statistics and Probability Letters Année : 2020

Asymptotic Domination of Sample Maxima

Résumé

For a given random sample from some underlying multivariate distribution F we consider the domination of the component-wise maxima by some independent random vector W with underlying distribution function G. We show that the probability that certain components of the sample maxima are dominated by the corresponding components of W can be approximated under the assumptions that both F and G are in the max-domain of attraction of some max-stable distribution function F and G, respectively. We study further some basic properties of the dominated components of sample maxima by W .
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Dates et versions

hal-02277020 , version 1 (03-09-2019)

Identifiants

Citer

Enkelejd Hashorva, Didier Rullière. Asymptotic Domination of Sample Maxima. Statistics and Probability Letters, 2020, 160 (108703), ⟨10.1016/j.spl.2020.108703⟩. ⟨hal-02277020⟩
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