Extreme order statistics in an equally correlated Gaussian array
Volume 22 / 1994
Applicationes Mathematicae 22 (1994), 193-200
DOI: 10.4064/am-22-2-193-200
Abstract
This paper contains the results concerning the weak convergence of d-dimensional extreme order statistics in a Gaussian, equally correlated array. Three types of limit distributions are found and sufficient conditions for the existence of these distributions are given.
