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Please use this identifier to cite or link to this item: https://doi.org/10.1214/08-AAP553
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dc.titlethe asymptotic distribution of a cluster-index for I.I.D. normal random variables
dc.contributor.authorYatracos, Y.G.
dc.date.accessioned2014-10-28T05:15:45Z
dc.date.available2014-10-28T05:15:45Z
dc.date.issued2009-04
dc.identifier.citationYatracos, 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
dc.identifier.issn10505164
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/105409
dc.description.abstractIn 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.
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1214/08-AAP553
dc.sourceScopus
dc.subjectExtreme values
dc.subjectGumbel distribution.
dc.subjectSpacings
dc.typeArticle
dc.contributor.departmentSTATISTICS & APPLIED PROBABILITY
dc.description.doi10.1214/08-AAP553
dc.description.sourcetitleAnnals of Applied Probability
dc.description.volume19
dc.description.issue2
dc.description.page585-595
dc.identifier.isiut000283528700005
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