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On Multivariate Extremal Processes

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  • Gnedin, A. V.

Abstract

We find a necessary and sufficient condition for joint asymptotic independence of componentwise processes of record times generated by a multivariate random sample.

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  • Gnedin, A. V., 1993. "On Multivariate Extremal Processes," Journal of Multivariate Analysis, Elsevier, vol. 46(2), pages 207-213, August.
    • Handle: RePEc:eee:jmvana:v:46:y:1993:i:2:p:207-213
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    Cited by:

    1. Hashorva Enkelejd, 2016. "Domination of sample maxima and related extremal dependence measures," Dependence Modeling, De Gruyter, vol. 6(1), pages 88-101, May.
    2. Hashorva, Enkelejd & Hüsler, Jürg, 2005. "Multiple maxima in multivariate samples," Statistics & Probability Letters, Elsevier, vol. 75(1), pages 11-17, November.
    3. Clément Dombry & Michael Falk & Maximilian Zott, 2019. "On Functional Records and Champions," Journal of Theoretical Probability, Springer, vol. 32(3), pages 1252-1277, September.
    4. Hashorva, Enkelejd, 2005. "Extremes of asymptotically spherical and elliptical random vectors," Insurance: Mathematics and Economics, Elsevier, vol. 36(3), pages 285-302, June.
    5. Gnedin, Alexander V., 1998. "Records from a multivariate normal sample," Statistics & Probability Letters, Elsevier, vol. 39(1), pages 11-15, July.

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