Multivariate Stability and Strong Limiti
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Marie-FranΓ§oise Barme-Delcroix; Margarida Brito
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Article
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2001
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Elsevier Science
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English
β 133 KB
We investigate the almost sure stability of intermediate order statistics of a sample from a multivariate distribution. It is shown that the ordering of the multivariate sample based on an increasing family of conditional quantile surfaces enables us to use a univariate approach. In the univariate c