The Limit Distribution of the Largest Interpoint Distance from a Symmetric Kotz Sample

Norbert Henze and Timo Klein

Journal of Multivariate Analysis, 1996, vol. 57, issue 2, 228-239

Abstract: Generalizing recent work of P. C. Matthews and A. L. Rukhin (Ann. Appl. Probab.3(1993), 454-466), we obtain the limit law of the largest interpoint Euclidean distance for a spherically symmetric multivariate sample of the Kotz distribution. While going through the proof, some errors in the reasoning given by Matthews and Rukhin are pointed out and corrected.

Keywords: largest; interpoint; distance; symmetric; multivariate; Kotz; distribution; exceedances; U-statistic; extreme; value; distribution. (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (4)

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