Numbers of Near-Maxima for the Bivariate Case
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Date
2010
Authors
Stepanov, A.
Journal Title
Journal ISSN
Volume Title
Publisher
Elsevier
Open Access Color
Green Open Access
No
OpenAIRE Downloads
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Publicly Funded
No
Abstract
Let (Z) over bar (1) = (X-1, Y-1)....(Z) over bar (n) = (X-n, Y-n) be independent and identically distributed random vectors with continuous distribution. Let K-n(a, b(1), b(2)) be the number of sample elements that belong to the open rectangle (X-max((n)) - a, X-max((n))) x (Y-max((n)) - b(1), Y-max((n)) + b(2)) - numbers of near-maxima in the bivariate case. in the present paper, we discuss asymptotic properties of K-n (a, b(1), b(2)) and K-n(infinity, 0, infinity). (C) 2009 Elsevier B.V. All rights reserved.
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ORCID
Keywords
Insurance Claim, Records, Sum, Extreme value theory; extremal stochastic processes, concomitants, near-maxima, bivariate case, Order statistics; empirical distribution functions, extremes
Fields of Science
0502 economics and business, 05 social sciences, 0101 mathematics, 01 natural sciences
Citation
WoS Q
Q4
Scopus Q
Q3

OpenCitations Citation Count
9
Source
Statıstıcs & Probabılıty Letters
Volume
80
Issue
3.Nis
Start Page
196
End Page
205
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Citations
CrossRef : 8
Scopus : 10
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