The asymptotic distribution of extreme sums

DOI10.1214/AOP/1176990451zbMath0736.62015OpenAlexW2036419168MaRDI QIDQ1176154

Erich Haeusler, David M. Mason, Sándor Csörgö

Publication date: 25 June 1992

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176990451

zbMATH Keywords

order statisticsasymptotic normalityconvergence in distributiondomain of attractionextreme value distributionlimit distributionsexistence of normalizing and centering constantssums of extreme values

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70)

Related Items (10)

Simultaneous joint lower and upper record values probability laws for absolutely continuous or discrete data ⋮ Approximation to the expectation of a function of order statistics and its applications ⋮ Weak limits for exploratory plots in the analysis of extremes ⋮ The convergence rate for the normal approximation of extreme sums ⋮ Eigenvector delocalization for non‐Hermitian random matrices and applications ⋮ Intermediate- and extreme-sum processes ⋮ Eigenvectors of random matrices: A survey ⋮ Asymptotic distributions for weighted power sums of extreme values ⋮ A probabilistic approach to domains of partial attraction ⋮ Asymptotic distributions of linear combinations of intermediate order statistics

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