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摘要
Let {X-n, n >= 1} be a sequence of d-dimensional stationary Gaussian vectors, and let M-n denote the maxima of {X-k, 1 <= k <= n}. Suppose that there are missing data in each component of X-k and let (M) over tilde (n) denote the maxima of the observed variables. In this paper, we study the asymptotic distribution of the random vector ((M) over tilde (n), M-n) as the correlation and cross-correlation satisfy strongly dependent conditions.
- 出版日期2012-12
- 单位西南大学
