On the number of points near the multivariate maxima

Enkelejd Hashorva and Jürg Hüsler

Statistics & Probability Letters, 2001, vol. 55, issue 2, 113-124

Abstract: Let {Xi, i[greater-or-equal, slanted]1} be a sequence of independent random vectors with common continuous distribution function F. In this paper, we consider the number of the elements from X1,...,Xn which fall in some random region determined by the maximum. Both distributional and asymptotic results are obtained.

Keywords: Max-stable; distributions; Point; processes; Weak; convergence; Almost; sure; convergence (search for similar items in EconPapers)
Date: 2001
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Citations: View citations in EconPapers (4)

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