The Limit Distribution of the Largest Interpoint Distance from a Symmetric Kotz Sample

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.

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Year of publication:	1996
Authors:	Henze, Norbert ; Klein, Timo
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 57.1996, 2, p. 228-239
Publisher:	Elsevier
Keywords:	largest interpoint distance symmetric multivariate Kotz distribution exceedances U-statistic extreme value distribution

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

Persistent link: https://www.econbiz.de/10005199630