A note on maxima of bivariate random vec
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G. Hooghiemstra; J. HΓΌsler
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Article
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1996
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Elsevier Science
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English
β 273 KB
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.