The distribution of the maximum of the multivariate <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si6.gif" display="inline" overflow="scroll"><mml:mstyle mathvariant="normal"><mml:mi>AR</mml:mi></mml:mstyle><mml:mrow><mml:mo>(</mml:mo><mml:mi>p</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math> and multivariate <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si7.gif" display="inline" overflow="scroll"><mml:mstyle mathvariant="normal"><mml:mi>MA</mml:mi></mml:…

Type: Article

Publication Date: 2014-08-18

Citations: 1

DOI: https://doi.org/10.1016/j.spl.2014.08.009

Locations

  • Statistics & Probability Letters - View

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