Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics

Rinya Takahashi

Statistics & Probability Letters, 1994, vol. 19, issue 1, 19-26

Abstract: Simple necessary and sufficient conditions for asymptotic independence and perfect dependence of the vector components of multivariate extreme statistics are shown. Related results for a multivariate tail equivalence are also shown.

Keywords: Multivariate; extreme; statistics; asymptotic; independence; asymptotic; perfect; dependence; multivariate; tail; equivalence (search for similar items in EconPapers)
Date: 1994
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