Asymptotic distributions of maxima of complete and incomplete samples from multivariate stationary Gaussian sequences |
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| Authors: | Zuoxiang Peng Lunfeng Cao Saralees Nadarajah |
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| Affiliation: | aSchool of Mathematics and Statistics, Southwest University, Chongqing, 400715, China;bSchool of Mathematics, University of Manchester, Manchester, United Kingdom |
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| Abstract: | Let  be a sequence of d-dimensional stationary Gaussian vectors, and let  denote the partial maxima of  . Suppose that there are missing data in each component of  and let  denote the partial maxima of the observed variables. In this note, we study two kinds of asymptotic distributions of the random vector  where the correlation and cross-correlation satisfy some dependence conditions. |
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| Keywords: | AMS 2000 subject classifications: primary, 60E70 secondary, 60F05, 60G15 |
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