Conical extremes of a multivariate sample
Open Access
- 9 July 2012
- journal article
- Published by National Institute of Standards and Technology (NIST) in Journal of Research of the National Institute of Standards and Technology
- Vol. 99 (4) , 511-519
- https://doi.org/10.6028/jres.099.049
Abstract
We introduce multivariate extremes in the direction of a given cone. Convergence results for the number of the kth extremes are obtained for sampling from a distribution having asymptotically independent radial and spherical components and regularly varying tail of the radial component.Keywords
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