On the observation closest to the origin
Out of n i.i.d. random vectors in d let X*n be the one closest to the origin. We show that X*n has a nondegenerate limit distribution if and only if the common probability distribution satisfies a condition of multidimensional regular variation. The result is then applied to a problem of density estimation.
Year of publication: |
1981
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Authors: | de Haan, L. ; Resnick, S. I. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 11.1981, 3, p. 301-308
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Publisher: |
Elsevier |
Subject: | Multidimensional regular variation destiny estimation |
Saved in:
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