Title of article :
The Limit Distribution of the Largest Interpoint Distance from a Symmetric Kotz Sample
Author/Authors :
Henze، نويسنده , , Norbert and Klein، نويسنده , , Timo، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 1996
Abstract :
Generalizing recent work of P. C. Matthews and A. L. Rukhin (Ann. Appl. Probab.3(1993), 454–466), we obtain the limit law of the largest interpoint Euclidean distance for a spherically symmetric multivariate sample of the Kotz distribution. While going through the proof, some errors in the reasoning given by Matthews and Rukhin are pointed out and corrected.
Keywords :
largest interpoint distance , symmetric multivariate Kotz distribution , extreme value distribution. , Exceedances , U-statistic
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis