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Records from a multivariate normal sample

Author

Listed:
  • Gnedin, Alexander V.

Abstract

Given a sequence X1, X2... of iid random vectors, call Xa a record if there is a record simultaneously in all coordinates at index n. We study the asymptotic behaviour of the probability that Xa is a record under the assumption that the underlying distribution is normal. AMS classification: primary 60G70

Suggested Citation

  • Gnedin, Alexander V., 1998. "Records from a multivariate normal sample," Statistics & Probability Letters, Elsevier, vol. 39(1), pages 11-15, July.
    • Handle: RePEc:eee:stapro:v:39:y:1998:i:1:p:11-15
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    References listed on IDEAS

    as
    1. Goldie, Charles M. & Resnick, Sidney I., 1995. "Many multivariate records," Stochastic Processes and their Applications, Elsevier, vol. 59(2), pages 185-216, October.
    2. Gnedin, A. V., 1993. "On Multivariate Extremal Processes," Journal of Multivariate Analysis, Elsevier, vol. 46(2), pages 207-213, August.
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    Citations

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    Cited by:

    1. Hashorva, Enkelejd & Hüsler, Jürg, 2005. "Multiple maxima in multivariate samples," Statistics & Probability Letters, Elsevier, vol. 75(1), pages 11-17, November.
    2. Hashorva, Enkelejd & Hüsler, Jürg, 2002. "Remarks on compound Poisson approximation of Gaussian random sequences," Statistics & Probability Letters, Elsevier, vol. 57(1), pages 1-8, March.
    3. Ismihan Bayramoglu, 2016. "On the records of multivariate random sequences," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 79(6), pages 725-747, August.
    4. Hashorva Enkelejd, 2016. "Domination of sample maxima and related extremal dependence measures," Dependence Modeling, De Gruyter, vol. 6(1), pages 88-101, May.
    5. N. Balakrishnan & A. Stepanov & V. B. Nevzorov, 2020. "North-east bivariate records," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 83(8), pages 961-976, November.
    6. Enkelejd Hashorva & Didier Rullière, 2019. "Asymptotic Domination Of Sample Maxima," Working Papers hal-02277020, HAL.
    7. Hashorva, Enkelejd & Rullière, Didier, 2020. "Asymptotic domination of sample maxima," Statistics & Probability Letters, Elsevier, vol. 160(C).
    8. Clément Dombry & Michael Falk & Maximilian Zott, 2019. "On Functional Records and Champions," Journal of Theoretical Probability, Springer, vol. 32(3), pages 1252-1277, September.
    9. H. N. Nagaraja & Pankaj K. Choudhary & N. Matalas, 2002. "Number of Records in a Bivariate Sample with Application to Missouri River Flood Data," Methodology and Computing in Applied Probability, Springer, vol. 4(4), pages 377-391, December.

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