The Limit Distribution of the Largest Interpoint Distance from a Symmetric Kotz Sample
Generalizing recent work of P. C. Matthews and A. L. Rukhin (Ann. Appl. Probab.3(1993), 454-466), we obtain the limit law of the largest interpoint Euclidean distance for a spherically symmetric multivariate sample of the Kotz distribution. While going through the proof, some errors in the reasoning given by Matthews and Rukhin are pointed out and corrected.
Year of publication: |
1996
|
---|---|
Authors: | Henze, Norbert ; Klein, Timo |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 57.1996, 2, p. 228-239
|
Publisher: |
Elsevier |
Keywords: | largest interpoint distance symmetric multivariate Kotz distribution exceedances U-statistic extreme value distribution |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Collusive Benchmark Rates Fixing
Boot, Nuria, (2017)
-
Assessing Autonomous Algorithmic Collusion: Q-Learning Under Short-Run Price Commitments
Klein, Timo, (2018)
-
Event Studies in Merger Analysis: Review and an Application Using U.S. TNIC Data
Klein, Timo, (2020)
- More ...