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Asymptotic results for the problem of optimal two choice stopping on an n element long i.i.d. sequence X<SUB>n</SUB>, . . . ,X<SUB>1</SUB> have previously been obtained for two of the three domains of attraction. An asymptotic result is proved for the exponential distribution, a representative from the remaining,...</sub></sub>
Persistent link: https://www.econbiz.de/10005752792
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We consider the asymptotics of certain symmetric k-tensors, the vector analogue of sample moments for i.i.d. random variables. The limiting distribution is operator stable as an element of the vector space of real symmetric k-tensors.
Persistent link: https://www.econbiz.de/10005093842
A new class of bivariate distributions is introduced and studied, which encompasses Archimedean copulas and extreme value distributions as special cases. Its dependence structure is described, its maximum and minimum attractors are determined, and an algorithm is given for generating...
Persistent link: https://www.econbiz.de/10005199365