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On the number of points near the multivariate maxima

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  • Hashorva, Enkelejd
  • Hüsler, Jürg

Abstract

Let {Xi, i[greater-or-equal, slanted]1} be a sequence of independent random vectors with common continuous distribution function F. In this paper, we consider the number of the elements from X1,...,Xn which fall in some random region determined by the maximum. Both distributional and asymptotic results are obtained.

Suggested Citation

  • Hashorva, Enkelejd & Hüsler, Jürg, 2001. "On the number of points near the multivariate maxima," Statistics & Probability Letters, Elsevier, vol. 55(2), pages 113-124, November.
    • Handle: RePEc:eee:stapro:v:55:y:2001:i:2:p:113-124
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    References listed on IDEAS

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    1. Li, Yun, 1999. "A note on the number of records near the maximum," Statistics & Probability Letters, Elsevier, vol. 43(2), pages 153-158, June.
    2. Khmaladze, E. & Nadareishvili, M. & Nikabadze, A., 1997. "Asymptotic behaviour of a number of repeated records," Statistics & Probability Letters, Elsevier, vol. 35(1), pages 49-58, August.
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    Cited by:

    1. Bairamov, I. & Stepanov, A., 2011. "Numbers of near bivariate record-concomitant observations," Journal of Multivariate Analysis, Elsevier, vol. 102(5), pages 908-917, May.
    2. Hashorva, Enkelejd, 2004. "Bivariate maximum insurance claim and related point processes," Statistics & Probability Letters, Elsevier, vol. 69(2), pages 117-128, August.
    3. Hashorva Enkelejd, 2016. "Domination of sample maxima and related extremal dependence measures," Dependence Modeling, De Gruyter, vol. 6(1), pages 88-101, May.
    4. Bairamov, I. & Stepanov, A., 2010. "Numbers of near-maxima for the bivariate case," Statistics & Probability Letters, Elsevier, vol. 80(3-4), pages 196-205, February.

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