Asymptotic domination of sample maxima

Enkelejd Hashorva and Didier Rulliere ()

Statistics & Probability Letters, 2020, vol. 160, issue C

Abstract: 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 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 functions. We study further some basic probabilistic properties of the dominated components of sample maxima by W.

Keywords: Max-stable distributions; Records; Domination of sample maxima; Extremal dependence; de Haan representation; Infargmax formula (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715220300067
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Asymptotic Domination of Sample Maxima (2020)
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:stapro:v:160:y:2020:i:c:s0167715220300067

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

DOI: 10.1016/j.spl.2020.108703

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().