Extreme value theory for multivariate stationary sequences /

Bibliographic Details
Main Author:	Hsing, Tailen, 1955- (Author)
Corporate Author:	United States. Air Force. Office of Scientific Research (sponsoring body.)
Format:	Book
Language:	English
Published:	College Station, Texas : Department of Statistics, Texas A & M University, [1988]
Series:	Technical report (Texas A & M University. Department of Statistics) ; no. 88-4.
Subjects:	Stationary sequences (Mathematics) Extreme value theory. Stationary processes. Limit theorems (Probability theory) Convergence. Stochastic processes. Mathematical statistics. Statistics > Multivariate analysis > Characterization and structure theory. Weak convergence

Description
Abstract:	A distributional mixing condition is introduced for stationary sequences of random vectors to study their extremes. For a sequence satisfying the condition, the following topics which concern the weak limit F of properly normalized partial maxima are studied: (1) To obtain characterizations of F. (2) To study a condition under which the partial maxima behave as they would if the sequence were i.i.d. (3) To consider problems in connection with the independence of the margins of F.
Item Description:	Funding information taken from leaf 1.
Physical Description:	26 leaves ; 28 cm
Bibliography:	Includes bibliographical references (leaves 22-25).