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Extremes of weighted Dirichlet arrays

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Abstract

In this paper we study the asymptotic behaviour of sample maxima of weighted Dirichlet triangular arrays. Two cases are interesting for our analysis, a) the associated random radius of the triangular array has distribution function in the Gumbel, b) or in the Weibull max-domain of attraction. In this paper we derive the asymptotic conditions that turn such arrays in Hüsler–Reiss triangular arrays.

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Authors and Affiliations

  1. Department of Mathematical Statistics and Actuarial Science, University of Bern, Sidlerstrasse 5, 3012, Bern, Switzerland

    Enkelejd Hashorva

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  1. Enkelejd Hashorva
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Correspondence to Enkelejd Hashorva.

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Dedicated to Professor Jürg Hüsler on the occasion of his 60th birthday.

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Hashorva, E. Extremes of weighted Dirichlet arrays. Extremes 11, 393–420 (2008). https://doi.org/10.1007/s10687-008-0064-4

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  • DOI: https://doi.org/10.1007/s10687-008-0064-4

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