Extreme order statistics in an equally correlated Gaussian array

Volume 22 / 1994

Mateusz Wiśniewski 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.

Authors

  • Mateusz Wiśniewski

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