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On the asymptotic distribution of the multinomial maximum with an increasing number of classes

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Abstract

The multinomial maximum is of current interest in several areas of probability and statistics. In the present paper, the asymptotic distribution of the multinomial maximum with an increasing number of classes is discussed. With appropriate assumptions and a natural standardization, the limiting law is shown to be a Gumbel distribution.

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Authors and Affiliations

  1. School of Mathematics, Georgia Institute of Technology, Atlanta, GA, USA

    C. Houdré

  2. Department of Applied and Computational Mathematics and Statistics, University of Notre Dame, Notre Dame, IN, USA

    H. Huynh

  3. Department of Risk Management and Insurance, Georgia State University, Atlanta, GA, USA

    L. Peng

Authors
  1. C. Houdré
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  2. H. Huynh
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  3. L. Peng
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Correspondence to L. Peng.

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Houdré, C., Huynh, H. & Peng, L. On the asymptotic distribution of the multinomial maximum with an increasing number of classes. Extremes 18, 179–190 (2015). https://doi.org/10.1007/s10687-014-0208-7

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  • DOI: https://doi.org/10.1007/s10687-014-0208-7

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