This paper contains the results concerning the weak convergence of d-dimensional extreme order statistics in a Gaussian, equally correlated array. Three types of limit distributions are found and sufficient conditions for the existence of these distributions are given.
@article{bwmeta1.element.bwnjournal-article-zmv22z2p193bwm,
author = {Mateusz Wi\'sniewski},
title = {Extreme order statistics in an equally correlated Gaussian array},
journal = {Applicationes Mathematicae},
volume = {22},
year = {1994},
pages = {193-200},
zbl = {0809.62012},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-zmv22z2p193bwm}
}
Wiśniewski, Mateusz. Extreme order statistics in an equally correlated Gaussian array. Applicationes Mathematicae, Tome 22 (1994) pp. 193-200. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-zmv22z2p193bwm/
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