Limiting Joint Distributions of Sums and Maxima in a Statistical Context

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Previous article Next article Limiting Joint Distributions of Sums and Maxima in a Statistical ContextC. W. Anderson and K. F. TurkmanC. W. Anderson and K. F. Turkmanhttps://doi.org/10.1137/1137063PDFBibTexSections ToolsAdd to favoritesExport CitationTrack CitationsEmail SectionsAbout[1] C. W. Anderson and , K. F. Turkman, The joint limiting distribution of sums and maxima of stationary sequences, J. Appl. Probab., 28 (1991), 33–44 92e:60037 0726.60039 CrossrefGoogle Scholar[2] Te Lin Chow and , Jozef L. Teugels, The sum and the maximum of i.i.d. random variables, Proceedings of the Second Prague Symposium on Asymptotic Statistics (Hradec Králové, 1978), North-Holland, Amsterdam, 1979, 81–92 81f:60031 0427.60025 Google Scholar[3] A. C. Davison and , R. L. Smith, Models for exceedances over high thresholds, J. Roy. Statist. Soc. Ser. B, 52 (1990), 393–442 91k:62048 0706.62039 Google Scholar[4] I. A. Ibragimov and , Y. V. Linnik, Independent and stationary sequences of random variables, Wolters-Noordhoff Publishing, Groningen, 1971, 443– 48:1287 0219.60027 Google Scholar[5] M. R. Leadbetter, , Georg Lindgren and , Holger Rootzén, Extremes and related properties of random sequences and processes, Springer Series in Statistics, Springer-Verlag, New York, 1983xii+336 84h:60050 0518.60021 CrossrefGoogle Scholar Previous article Next article FiguresRelatedReferencesCited byDetails Joint behavior of point processes of clusters and partial sums for stationary bivariate Gaussian triangular arrays21 May 2022 | Annals of the Institute of Statistical Mathematics, Vol. 28 Cross Ref The joint distribution of the sum and maximum of dependent Pareto risksJournal of Multivariate Analysis, Vol. 167 Cross Ref The stationary bootstrap for the joint distribution of sum and maximum of stationary sequencesJournal of the Korean Statistical Society, Vol. 43, No. 2 Cross Ref Joint limit distributions of exceedances point processes and partial sums of gaussian vector sequence2 April 2012 | Acta Mathematica Sinica, English Series, Vol. 28, No. 8 Cross Ref The Joint Distribution of the Sum and the Maximum of IID Exponential Random VariablesCommunications in Statistics - Theory and Methods, Vol. 41, No. 3 Cross Ref A new multivariate model involving geometric sums and maxima of exponentialsJournal of Statistical Planning and Inference, Vol. 141, No. 7 Cross Ref Almost Sure Convergence for the Maximum and the Sum of Nonstationary Guassian SequencesJournal of Inequalities and Applications, Vol. 2010, No. 1 Cross Ref Almost sure central limit theorem for partial sums and maximaMathematische Nachrichten, Vol. 282, No. 4 Cross Ref Limit distribution of the sum and maximum from multivariate Gaussian sequencesJournal of Multivariate Analysis, Vol. 98, No. 3 Cross Ref On the Joint Limiting Distribution of Sums and Maxima of Stationary Normal SequenceZ. Peng and S. Nadarajah25 July 2006 | Theory of Probability & Its Applications, Vol. 47, No. 4AbstractPDF (96 KB)Multivariate declustering techniques1 January 2001 | Environmetrics, Vol. 12, No. 4 Cross Ref Volume 37, Issue 2| 1993Theory of Probability & Its Applications History Published online:28 July 2006 InformationCopyright © 1993 © Society for Industrial and Applied MathematicsPDF Download Article & Publication DataArticle DOI:10.1137/1137063Article page range:pp. 314-316ISSN (print):0040-585XISSN (online):1095-7219Publisher:Society for Industrial and Applied Mathematics