The limit distribution of the largest interpoint distance from a symmetric Kotz sample

Journal of Multivariate Analysis

Volumn 57, Issue 2, 1996, Pages 228-239

  Henze, Norbert ^a   Klein, Timo ^a  

^a UNIVERSITY OF KARLSRUHE   (Germany)

Author keywords

Exceedances; Extreme value distribution; Largest interpoint distance; Symmetric multivariate Kotz distribution; U statistic

Indexed keywords

EID: 0030143848     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1996.0031     Document Type: Article

References (7)

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3. [3] FANG, K. T., KOTZ, S., AND NG, K. W. (1989). Symmetric Multivariate and Related Distributions. Chapman & Hall, London.
4. [4] GALAMBOS, J. (1978). The Asymptotic Theory of Extreme Order Statistics. Wiley, New York.
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6. [6] MATTHEWS, P. C, AND RUKHIN, A. L. (1993). Asymptotic distribution of the normal sample range. Ann. Appl. Probab. 3 454-466.
7. [7] SILVERMAN, B., AND BROWN, T. (1978). Short distances, flat triangles, and Poisson limits. J. Appl. Probab. 15 815-825.