The joint limiting distribution of sums and maxima of stationary sequences
| Autor: | K. F. Turkman, C. W. Anderson |
|---|---|
| Rok vydání: | 1991 |
| Předmět: |
Statistics and Probability
Sequence General Mathematics Mathematical analysis 010102 general mathematics Asymptotic distribution 01 natural sciences 010104 statistics & probability Gumbel distribution Joint probability distribution Fréchet distribution Limit (mathematics) 0101 mathematics Statistics Probability and Uncertainty Extreme value theory Maxima Mathematics |
| Zdroj: | Journal of Applied Probability. 28:33-44 |
| ISSN: | 1475-6072 0021-9002 |
| Popis: | The joint limiting distribution of suitably normalized partial sums and maxima in a stationary strong mixing sequence with finite variance is derived. It is found that in the limit the two components are independent. This generalizes Chow and Teugels' result for independent sequences. Motivation for the present study comes from a statistical problem in the analysis of extreme winds. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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