Multivariate extremal processes generated by independent non-identically distributed random variables
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Let be the kth largest among Xn1, …, Xn[nt], where Xni = (Xi – an)/bn, {Xi} is a sequence of independent random variables and bn > 0 and an are norming constants. Suppose that for each converges in distribution. Then all the finite-dimensional laws of converge. The limiting process is represented in terms of a non-homogeneous two-dimensional Poisson process.
1975 ◽
Vol 12
(03)
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pp. 477-487
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1983 ◽
Vol 20
(01)
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pp. 202-208
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On the probability that a random point is the jth nearest neighbour to its own kth nearest neighbour
1986 ◽
Vol 23
(01)
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pp. 221-226
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1992 ◽
Vol 112
(3)
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pp. 613-629
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2010 ◽
Vol 47
(04)
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pp. 908-922
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