On the Asymptotic Behavior of the Maximum and Record Values of Multivariate Data Using the R-ordering principle

On the Asymptotic Behavior of the Maximum and Record Values of Multivariate Data Using the R-ordering principle

By using a sup-norm, sufficient conditions for the convergence of multivariate extremes and the potential limit types were fully identified by Barakat et al. (2020a). In this paper, we prove an intriguing result that by using the sup-norm, the weak convergence of multivariate extremes to the Fréchet...

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Bibliographic Details
Main Authors: Mahmoud H. Harpy, Haroon M. Barakat
Format: Article
Language:English
Published: University of Bologna 2024-12-01
Series:Statistica
Subjects:
weak convergence
multivariate extremes
reduced ordering principle
sup-norm
logistic-norm
d-norm
Online Access:https://rivista-statistica.unibo.it/article/view/17805
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https://rivista-statistica.unibo.it/article/view/17805

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