A note on the asymptotic behavior of conditional extremes

Ashis K. Gangopadhyay

Statistics & Probability Letters, 1995, vol. 25, issue 2, 163-170

Abstract: Suppose (X1, Z1),...,(Xn, Zn) are i.i.d. as (X, Z). Let Mnk be the maximum of all Zi's for which Xt is among the k-nearest neighbors of x0. It is shown that Mnk has the same asymptotic distribution as the maximum of k i.i.d. copies of the random variable Z given X = x0. Hence the asymptotic results related to the extremes of i.i.d. observations are applicable to this situation as well.

Keywords: Conditional; extremes; Nearest; neighbor; Order; statistics; Induced; order; statistics (search for similar items in EconPapers)
Date: 1995
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Citations: View citations in EconPapers (3)

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