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A note on bivariate Dawson-Sankoff-type bounds

✍ Scribed by Tuhao Chen; E. Seneta


Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
234 KB
Volume
24
Category
Article
ISSN
0167-7152

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For i.i.d, bivariate normal vectors we consider the maxima of the projections with respect to two arbitrary directions. A limit theorem for these maxima is proved for the case that the angle of the two directions approaches zero. The result is generalized to a functional limit theorem.