Multiple maxima in multivariate samples

Enkelejd Hashorva and Jürg Hüsler

Statistics & Probability Letters, 2005, vol. 75, issue 1, 11-17

Abstract: Let {Xn,n[greater-or-equal, slanted]1} be a sequence of independent random vectors in , with common continuous distribution function F. For fixed n[greater-or-equal, slanted]2, we say that a multiple maximum occurs among the sample points X1,...,Xn if Mn=Xi for some i=1,...,n, with Mn the componentwise sample maximum. In this paper, we investigate the asymptotic behaviour (n-->[infinity]) of the probability of observing a multiple maximum by imposing an asymptotic tail condition on F.

Keywords: Multiple; maxima; Exact; asymptotics; Asymptotic; independence; Records (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (5)

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