Penultimate limiting forms in extreme value theory

zbMATH Open0561.62015MaRDI QIDQ2266535FDOQ2266535

Authors: M. Ivette Gomes 

Publication date: 1984

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

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zbMATH Keywords

extreme value theoryorder statisticsrates of convergencepenultimate approximations

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Cites Work

• Sur la distribution limite du terme maximum d'une série aléatoire
• On the rate of convergence of normal extremes
• Estimating probabilities for normal extremes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Uniform approximation to distributions of extreme order statistics
• The penultimate form of approximation to normal extremes
• Multivariate extremal processes generated by independent non-identically distributed random variables
• Title not available (Why is that?)
• APPROXIMATE FORMULAE FOR THE STATISTICAL DISTRIBUTIONS OF EXTREME VALUES

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
• Title not available (Why is that?)
• Asymptotic comparison at optimal levels of reduced-bias extreme value index estimators
• Title not available (Why is that?)
• Title not available (Why is that?)
• The PORTSEA (Portuguese School of Extremes and Applications) and a few personal scientific achievements
• 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
• Accurately approximating extreme value statistics
• On accompanying measures and asymptotic expansions in the B. V. Gnedenko limit theorem
• 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
• Title not available (Why is that?)
• An interview with Ivette Gomes
• Penultimate versus ultimate in statistical theory of extremes. A simulation study
• Title not available (Why is that?)
• Rate of convergence for the generalized Pareto approximation of the excesses
• Complete asymptotic expansions for normal extremes
• Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature
• Title not available (Why is that?)
• 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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