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.
β¦ LIBER β¦
Note on the spatial quantile of a random vector
β Scribed by B. Abdous; R. Theodorescu
- Publisher
- Elsevier Science
- Year
- 1992
- Tongue
- English
- Weight
- 265 KB
- Volume
- 13
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
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