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mai 2020
- handle: 10670/1.lsitf9
- hal: hal-02277020
- doi: 10.1016/j.spl.2020.108703
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info:eu-repo/semantics/altIdentifier/doi/10.1016/j.spl.2020.108703
info:eu-repo/semantics/OpenAccess
Mots-clés
Max-stable distributions domination of sample maxima extremal dependence inf-argmax formula de Haan representation records AMS Classification: Primary 60G15; secondary 60G70Sujets proches
Parliamentary government Representation Self-government Political representation Probability Statistical inference Funds Funding Knowledge, Classification of Finance, commerce, confiscations, etcCiter ce document
Enkelejd Hashorva et al., « Asymptotic Domination of Sample Maxima », HALSHS : archive ouverte en Sciences de l’Homme et de la Société, ID : 10.1016/j.spl.2020.108703
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Résumé
For a given random sample from some underlying multivariate distribution F we consider the domination of the component-wise maxima by some independent random vector W with underlying distribution function G. We show that the probability that certain components of the sample maxima are dominated by the corresponding components of W can be approximated under the assumptions that both F and G are in the max-domain of attraction of some max-stable distribution function F and G, respectively. We study further some basic properties of the dominated components of sample maxima by W .