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Stability theorems for maxima of dependent sequences
Author(s) -
F.Li Michael Z.,
Tomkins R. J.
Publication year - 1992
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315469
Subject(s) - maxima , independent and identically distributed random variables , mixing (physics) , stability (learning theory) , mathematics , statistical physics , maxima and minima , sample (material) , mathematical analysis , physics , statistics , random variable , computer science , quantum mechanics , thermodynamics , art , machine learning , performance art , art history
Three stability theorems due to Gnedenko (1943), Barndorff‐Nielsen (1963), and Tomkins (1986) are extended to the sample maxima of identically distributed ϕ‐mixing and m ‐dependent sequences.