EconPapers    
Economics at your fingertips  
 

On Multivariate Extremal Processes

A. V. Gnedin

Journal of Multivariate Analysis, 1993, vol. 46, issue 2, 207-213

Abstract: We find a necessary and sufficient condition for joint asymptotic independence of componentwise processes of record times generated by a multivariate random sample.

Date: 1993
References: Add references at CitEc
Citations: View citations in EconPapers (5)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0047-259X(83)71057-2
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:46:y:1993:i:2:p:207-213

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:jmvana:v:46:y:1993:i:2:p:207-213