Bivariate CDF iterations and asymptotic independence

C.C.Y. Dorea and S. Sastrosoewignjo

Journal of Multivariate Analysis, 1987, vol. 23, issue 2, 276-286

Abstract: Asymptotic independence under weak convergence of sequences of bivariate random vectors is studied via the behavior of a certain class of bivariate cdf iterands that includes the extreme value iterand and a certain maximin iterand.

Keywords: asymptotic; independence; cdf; iterands; limiting; distribution (search for similar items in EconPapers)
Date: 1987
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