| ALMOST SURE CONVERGENCE OF THE STABLE TAIL EMPIRICAL DEPENDENCE FUNCTION IN MULTIVARIATE EXTREME STATISTICS |
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| 引用本文： | 祁永成. ALMOST SURE CONVERGENCE OF THE STABLE TAIL EMPIRICAL DEPENDENCE FUNCTION IN MULTIVARIATE EXTREME STATISTICS[J]. 应用数学学报(英文版), 1997, 13(2): 167-175. DOI: 10.1007/BF02015138 |
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| 作者姓名： | 祁永成 |
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| 摘 要： | ThisresearchissupportedbytheNationalNaturalScienceFoundationofChina.1.IntroductionandTheoremsSupposethatF(x,y)isabivariatedistributionfunctionwithtwocontinuousmarginaldistributionfunctions,say,FIandF2.DefineFissaidtohaveastabletaildependencefunction(STDF)l(x,y)ifforx20andy20,whereF(x,y)~1--F(QI(x),QZ(y)).TheconceptofSTDFwasintroducedin[6].Supposethat{(Xi,K),i21}isasequenceofi.i.d.randomvectorswithdistributionF(x,y).Ifthereedestsomesequencesofconstantsan>0,on>0,b.ERandd.ER,n>1.suc…
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| 收稿时间： | 1993-07-27 |
Almost sure convergence of the stable tail empirical dependence function in multivariate extreme statistics |
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| Yongcheng Qi. Almost sure convergence of the stable tail empirical dependence function in multivariate extreme statistics[J]. Acta Mathematicae Applicatae Sinica, 1997, 13(2): 167-175. DOI: 10.1007/BF02015138 |
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| Authors: | Yongcheng Qi |
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| Affiliation: | (1) Department of Probability & Statistics, Peking University, 100871 Beijing, China |
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| Abstract: | In this paper we prove the almost sure convergence of the stable tail empirical dependence function for multivariate extreme values. |
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| Keywords: | Multivariate extreme value stable tail empirical dependence function almost sure convergence |
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