Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences

Zuoxiang Peng, Lunfeng Cao and Saralees Nadarajah

Journal of Multivariate Analysis, 2010, vol. 101, issue 10, 2641-2647

Abstract: Let be a sequence of d-dimensional stationary Gaussian vectors, and let denote the partial maxima of . Suppose that there are missing data in each component of and let denote the partial maxima of the observed variables. In this note, we study two kinds of asymptotic distributions of the random vector where the correlation and cross-correlation satisfy some dependence conditions.

Keywords: Asymptotic; distribution; Missing; data; Multivariate; stationary; Gaussian; vector; Weak; and; strong; dependence (search for similar items in EconPapers)
Date: 2010
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Citations: View citations in EconPapers (2)

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