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
Gespeichert in:
| Autor*in: |
Li, Michael Z. F. [verfasserIn] |
|---|
| 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 |
|---|---|
| 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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OLC2071719085 |
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| 520 | |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). | ||
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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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