A note on the asymptotic normality of sums of extreme values
β Scribed by Gane Samb Lo
- Publisher
- Elsevier Science
- Year
- 1989
- Tongue
- English
- Weight
- 471 KB
- Volume
- 22
- Category
- Article
- ISSN
- 0378-3758
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π SIMILAR VOLUMES
The condition \(\max _{1 \leqslant i \leqslant n} X_{i}^{\top} V_{n}{ }^{1} X_{i} \xrightarrow{p} 0\), where \(X_{i}\) are vectors in \(R^{d}\) and \(V_{n}=\sum_{i=1}^{n} X_{i} X_{i}^{\mathrm{\top}}\), is important in the asymptotics of various linear and nonlinear regression models. We call it "qua
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