Records from a multivariate normal sample

Given a sequence X1, X2... of iid random vectors, call Xa a record if there is a record simultaneously in all coordinates at index n. We study the asymptotic behaviour of the probability that Xa is a record under the assumption that the underlying distribution is normal. AMS classification: primary 60G70

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Year of publication:	1998
Authors:	Gnedin, Alexander V.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 39.1998, 1, p. 11-15
Publisher:	Elsevier
Subject:	Multivariate records Normal distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319249