Asymptotics of the Joint Distribution of Multivariate Extrema
Let Wn and Zn be a bivariate extrema of independent identically distributed bivariate random variables with a distribution function F. in this paper the nonuniform estimate of convergence rate of the joint distribution of the normalized and centralized minima and maxima is obtained.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2001-06-01
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| Series: | Nonlinear Analysis |
| Subjects: | |
| Online Access: | http://www.zurnalai.vu.lt/nonlinear-analysis/article/view/15220 |