Moment Convergence of Sample Extremes

Cited in

(50)

Guaranteeing approach to solving quantile optimization problems
Some results on the behavior and estimation of the fractal dimensions of distributions on attractors
On extremal theory for self-similar processes
On convergence of the uniform norms for Gaussian processes and linear approximation problems
Mean width of regular polytopes and expected maxima of correlated Gaussian variables
On the bias and mean-square error of order-restricted maximum likelihood estimators
Equivalence classes of regularly varying functions
Local optimality and global superiority of adaptive designs in linear models
On the rate of concentration of maxima in Gaussian arrays
Distribution of extreme first passage times of diffusion
Implementable coupling of Lévy process and Brownian motion
Parallel computing, failure recovery, and extreme values
Moments of order statistics and L-moments for the symmetric triangular distribution
Biases of the maximum likelihood and Cohen-Sackrowitz estimators for the tree-order model
Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend
The asymptotic stability of the maximum of independent random elements in function Banach lattices
Limit theorems for extremal residuals in a regression model with heavy tails of observation errors
Leader election using random walks
Estimation of distribution tails —a semiparametric approach
On the moments of the modulus of continuity of Itô processes
Expansions for quantiles and moments of extremes for distributions of exponential power type
Asymptotic expansions for moments of skew-normal extremes
Quota fulfillment times
On the Relationship Between Convergence in Distribution and Convergence of Expected Extremes
TWO-STAGE APPROXIMATION OF EXPECTED REWARD FOR GAMMA RANDOM VARIABLES
Asymptotic expansions of the moments of extremes from general error distribution
Comparision of expectations of the extreme of sums and the sum of extremes from gamma distributions
Expected volumes of Gaussian polytopes, external angles, and multiple order statistics
Extreme first passage times of piecewise deterministic Markov processes
Expansions for moments of logarithmic skew-normal extremes
Mallows distance convergence for extremes: regeneration approach
Bias corrected empirical Bayes confidence intervals for the selected mean
Large fork-join queues with nearly deterministic arrival and service times
Extreme value distributions of observation recurrences
Moments of order statistics of the standard two-sided power distribution
Higher order expansion for moments of extreme for generalized Maxwell distribution
Moment convergence of powered normal extremes
Optimal stopping for extremal processes
Slowest first passage times, redundancy, and menopause timing
Numerical convergence of the block-maxima approach to the generalized extreme value distribution
A credibility framework for extreme value-at-risk
Asymptotics of random contractions
Asymptotic convergence of the extremes of a geometric random variables sequence
A sharp rate of convergence in the functional central limit theorem with Gaussian input
On Ibragimov-Iosifescu conjecture for \(\phi\)-mixing sequences
Distribution-free bounds on the expectation of the maximum with scheduling applications
Blocking, reordering, and the throughput of a series of servers
A preferential attachment model with random initial degrees
A weak law of large numbers for maxima
Tail asymptotics under beta random scaling

This page was built for publication: Moment Convergence of Sample Extremes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5568881)