Abstract
In this paper we deal with the asymptotic behaviour of sample maxima of -norm asymptotically spherical random vectors. If the distribution function of the associated random radius of such random vectors is in the Gumbel of the Weibull max-domain of attraction we show that the normalised sample maxima has asymptotic independent components converging in distribution to a random vector with unit Gumbel or Weibull components. When the associated random radius has distribution function in the Fréchet max-domain we show that the sample maxima has asymptotic dependent components.
Acknowledgement
I would like to thank Professor Samuel Kotz for sending many helpful manuscripts, useful comments, corrections and new ideas. Many thanks are due to Dr. Marco Collenberg for some corrections and confirming the proof of Lemma 6.1. Several important references were kindly provided by Dr. Simon Rentzmann and Professor Szabłowski.
Citation
Enkelejd Hashorva. "SAMPLE EXTREMES OF -NORM ASYMPTOTICALLY SPHERICAL DISTRIBUTIONS." Albanian J. Math. 1 (3) 157 - 172, 2007. https://doi.org/10.51286/albjm/1189238371
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