A note on maxima of bivariate random vectors
For i.i.d. bivariate normal vectors we consider the maxima of the projections with respect to two arbitrary directions. A limit theorem for these maxima is proved for the case that the angle of the two directions approaches zero. The result is generalized to a functional limit theorem.
Year of publication: |
1996
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Authors: | Hooghiemstra, G. ; Hüsler, J. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 31.1996, 1, p. 1-6
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Publisher: |
Elsevier |
Keywords: | Maxima Triangular array Bivariate normal random vectors Limiting distribution Extreme value distribution Process of maxima with respect to directions Dependence |
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