Abstract
Ordering of multivariate data is referred, with special emphasis to induced ordering, where the order statistics of a marginal sample together with their concomitants are considered.
For a particular multidimensional extreme model, useful in statistical analysis of extremes, the importance of concomitants is discussed. Computational problems related to the best linear estimators of unknown parameters based on the multivariate sample of order statistics of largest values and concomitants are put forward. A brief account of asymptotic theory of extreme concomitants in this particular model is given.
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Gomes, M.I. (1984). Concomitants in a Multidimensional Extreme Model. In: de Oliveira, J.T. (eds) Statistical Extremes and Applications. NATO ASI Series, vol 131. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-3069-3_25
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DOI: https://doi.org/10.1007/978-94-017-3069-3_25
Publisher Name: Springer, Dordrecht
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