Stability of Maxima of Random Variables with Multidimensional Indices
Abstract The paper discusses the stability of suitably-defined maxima of a set of i.i.d. random variables with multidimensional indices.It is shown that theorems of Gnedenko (1943) and Tomkins (1986) concerning relative stability and complete relative stability of maxima remain valid in the new sett...
Ausführliche Beschreibung
Autor*in: |
Li, Michael Z. F. [verfasserIn] |
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Format: |
Artikel |
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Sprache: |
Englisch |
Erschienen: |
2004 |
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Anmerkung: |
© Springer Science + Business Media, Inc. 2005 |
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Übergeordnetes Werk: |
Enthalten in: Extremes - Kluwer Academic Publishers, 1998, 7(2004), 2 vom: Juni, Seite 135-147 |
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Übergeordnetes Werk: |
volume:7 ; year:2004 ; number:2 ; month:06 ; pages:135-147 |
Links: |
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DOI / URN: |
10.1007/s10687-005-6196-x |
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Katalog-ID: |
OLC2071719085 |
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10.1007/s10687-005-6196-x doi (DE-627)OLC2071719085 (DE-He213)s10687-005-6196-x-p DE-627 ger DE-627 rakwb eng 510 VZ 11 ssgn 31.73$jMathematische Statistik bkl Li, Michael Z. F. verfasserin aut Stability of Maxima of Random Variables with Multidimensional Indices 2004 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Springer Science + Business Media, Inc. 2005 Abstract The paper discusses the stability of suitably-defined maxima of a set of i.i.d. random variables with multidimensional indices.It is shown that theorems of Gnedenko (1943) and Tomkins (1986) concerning relative stability and complete relative stability of maxima remain valid in the new setting.Moreover, a criterion for almost sure relative stability for maxima with multidimensional indices is presented, extending a result of Barndorff-Nielsen (1963). Tomkins, R. J. aut Enthalten in Extremes Kluwer Academic Publishers, 1998 7(2004), 2 vom: Juni, Seite 135-147 (DE-627)251481891 (DE-600)1452788-1 (DE-576)090853830 1386-1999 nnns volume:7 year:2004 number:2 month:06 pages:135-147 https://doi.org/10.1007/s10687-005-6196-x lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OPC-MAT GBV_ILN_40 GBV_ILN_70 GBV_ILN_2021 GBV_ILN_4316 31.73$jMathematische Statistik VZ 106418998 (DE-625)106418998 AR 7 2004 2 06 135-147 |
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Abstract The paper discusses the stability of suitably-defined maxima of a set of i.i.d. random variables with multidimensional indices.It is shown that theorems of Gnedenko (1943) and Tomkins (1986) concerning relative stability and complete relative stability of maxima remain valid in the new setting.Moreover, a criterion for almost sure relative stability for maxima with multidimensional indices is presented, extending a result of Barndorff-Nielsen (1963). © Springer Science + Business Media, Inc. 2005 |
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Abstract The paper discusses the stability of suitably-defined maxima of a set of i.i.d. random variables with multidimensional indices.It is shown that theorems of Gnedenko (1943) and Tomkins (1986) concerning relative stability and complete relative stability of maxima remain valid in the new setting.Moreover, a criterion for almost sure relative stability for maxima with multidimensional indices is presented, extending a result of Barndorff-Nielsen (1963). © Springer Science + Business Media, Inc. 2005 |
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Abstract The paper discusses the stability of suitably-defined maxima of a set of i.i.d. random variables with multidimensional indices.It is shown that theorems of Gnedenko (1943) and Tomkins (1986) concerning relative stability and complete relative stability of maxima remain valid in the new setting.Moreover, a criterion for almost sure relative stability for maxima with multidimensional indices is presented, extending a result of Barndorff-Nielsen (1963). © Springer Science + Business Media, Inc. 2005 |
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F.</subfield><subfield code="e">verfasserin</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Stability of Maxima of Random Variables with Multidimensional Indices</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="c">2004</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">Text</subfield><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">ohne Hilfsmittel zu benutzen</subfield><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">Band</subfield><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">© Springer Science + Business Media, Inc. 2005</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">Abstract The paper discusses the stability of suitably-defined maxima of a set of i.i.d. random variables with multidimensional indices.It is shown that theorems of Gnedenko (1943) and Tomkins (1986) concerning relative stability and complete relative stability of maxima remain valid in the new setting.Moreover, a criterion for almost sure relative stability for maxima with multidimensional indices is presented, extending a result of Barndorff-Nielsen (1963).</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Tomkins, R. 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