Please use this identifier to cite or link to this item:
|Title:||the asymptotic distribution of a cluster-index for I.I.D. normal random variables||Authors:||Yatracos, Y.G.||Keywords:||Extreme values
|Issue Date:||Apr-2009||Citation:||Yatracos, Y.G. (2009-04). the asymptotic distribution of a cluster-index for I.I.D. normal random variables. Annals of Applied Probability 19 (2) : 585-595. ScholarBank@NUS Repository. https://doi.org/10.1214/08-AAP553||Abstract:||In a sample variance decomposition, with components functions of the sample's spacings, the largest component Ĩn is used in cluster detection. It is shown for normal samples that the asymptotic distribution of Ĩn is the Gumbel distribution. © Institute of Mathematical Statistics, 2009.||Source Title:||Annals of Applied Probability||URI:||http://scholarbank.nus.edu.sg/handle/10635/105409||ISSN:||10505164||DOI:||10.1214/08-AAP553|
|Appears in Collections:||Staff Publications|
Show full item record
Files in This Item:
There are no files associated with this item.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.