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Almost sure limit theorem of conditional extremes

Author(s)
Zhongquan Tan Department of Mathematics, Soochow University, Zuzhou, CHINA
Zuoxiang Peng School of Mathematics & Statistics, Southwest University, Chongqing, CHINA
Abstract
Suppose that? (X1, Z1),L,(Xn,Zn)? are independently and identically distributed bivariate random variables from parent (X,Z)?. Let Zn1,Zn2,L,Znn denote the induced order statistics and Mk(n) = max {Zn1+Zn2,……,Znk}. Based on the results of Gangopadhyay (1995), the almost sure limit theorem of the maximum Mk(n) is derived.
Publication Details
Page(s) 649-659
DOI DOI not available
Published Journal: Pakistan Journal of Statistics, Volume: 26, Issue: 4, Year: 2010

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