Limit laws for multidimensional extremes

Marie-Francoise Barme-Delcroix and Ursula Gather

Statistics & Probability Letters, 2007, vol. 77, issue 18, 1750-1755

Abstract: A definition of the ordering of a multivariate sample--based on the isobar surfaces--is used in order to obtain limit laws for the extreme values of a multidimensional sample.

Keywords: Isobars; Order; statistics; Extreme; values; Stability; Limit; laws; Concomitant (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (2)

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