Penultimate limiting forms in extreme value theory
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- APPROXIMATE FORMULAE FOR THE STATISTICAL DISTRIBUTIONS OF EXTREME VALUES
- Estimating probabilities for normal extremes
- Multivariate extremal processes generated by independent non-identically distributed random variables
- On the rate of convergence of normal extremes
- Sur la distribution limite du terme maximum d'une série aléatoire
- The penultimate form of approximation to normal extremes
- Uniform approximation to distributions of extreme order statistics
Cited in
(29)- Asymptotic behaviour of the probability-weighted moments and penultimate approximation
- Penultimate approximation for the distribution of the excesses
- On the probability of being maximal
- scientific article; zbMATH DE number 4040955 (Why is no real title available?)
- Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators
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- Approximation of the distribution of excesses through a generalized probability-weighted moments method
- Equality of types for the distribution of the maximum for two values of \(n\) implies extreme value type
- The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
- On accompanying measures and asymptotic expansions in the B. V. Gnedenko limit theorem
- Accurately approximating extreme value statistics
- Large deviations of the maximum of independent and identically distributed random variables
- New limiting distributions of maxima of independent random variables
- Approxmating the distribution of the maximum of a dependent stationary sequence based on estimatimates from a genrating function
- Convergence rate of extremes for the general error distribution
- scientific article; zbMATH DE number 4064244 (Why is no real title available?)
- An interview with Ivette Gomes
- Penultimate versus ultimate in statistical theory of extremes. A simulation study
- Complete asymptotic expansions for normal extremes
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- Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature
- Rate of convergence for the generalized Pareto approximation of the excesses
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- The maximum size of the planar sections of random spheres and its application to metallurgy
- Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles
- Penultimate approximations in statistics of extremes and reliability of large coherent systems
- A simple second-order reduced bias’ tail index estimator
- Clustering of extreme events created by multiple correlated maxima
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