A link between the multivariate cumulative distribution function and the hitting function for random closed sets,

The hitting function for random closed sets in is shown to be a generalization of the multivariate cumulative distribution function by finding a suitable reduction of the compact hitting function test sets in the simple random vector case.

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Year of publication:	2002
Authors:	Grunert da Fonseca, V. ; Fonseca, C. M.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 57.2002, 2, p. 179-182
Publisher:	Elsevier
Keywords:	Multivariate cumulative distribution function Hitting function Random vector Random closed set Generalization Reduction of the hitting function test sets

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005259042