On the locations of maxima and minima in a sequence of exchangeable random variables

Publikation: Beitrag in FachzeitschriftForschungsartikelBeigetragenBegutachtung

Beitragende

Abstract

We show for a finite sequence of exchangeable random variables that the locations of the maximum and minimum are independent from every symmetric event. In particular they are uniformly distributed on the grid without the diagonal. Moreover, for an infinite sequence we show that the extrema and their locations are asymptotically independent. Here, in contrast to the classical approach we do not use affine-linear transformations. Moreover it is shown how the new transformations can be used in extreme value statistics.

Details

OriginalspracheEnglisch
Seiten (von - bis)35-50
Seitenumfang16
FachzeitschriftTheory of probability and mathematical statistics
Jahrgang105
PublikationsstatusVeröffentlicht - 2021
Peer-Review-StatusJa

Schlagworte

Schlagwörter

  • Conditional independence, Exchangeability, Extreme value theory

Bibliotheksschlagworte