LAN of extreme order statistics (Q1915252): Difference between revisions

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LAN of extreme order statistics
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    LAN of extreme order statistics (English)
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    21 August 1996
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    extreme order statistics
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    asymptotic sufficiency
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    local asymptotic normality
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    loglikelihood process
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    order statistics
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    generalized Pareto distributions
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    central sequence
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    LAN
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    asymptotically optimal tests
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