Penultimate limiting forms in extreme value theory

zbMath0561.62015MaRDI QIDQ2266535

M. Ivette Gomes

Publication date: 1984

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

zbMATH Keywords

order statisticsrates of convergenceextreme value theorypenultimate approximations

Mathematics Subject Classification ID

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

Related Items (18)

Penultimate versus ultimate in statistical theory of extremes. A simulation study ⋮ Penultimate approximation for the distribution of the excesses ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Approxmating the distribution of the maximum of a dependent stationary sequence based on estimatimates from a genrating function ⋮ Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature ⋮ Approximation of the distribution of excesses through a generalized probability-weighted moments method ⋮ Complete asymptotic expansions for normal extremes ⋮ Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles ⋮ An interview with Ivette Gomes ⋮ A simple second-order reduced bias’ tail index estimator ⋮ Convergence Rate of Extremes for the General Error Distribution ⋮ Asymptotic behaviour of the probability-weighted moments and penultimate approximation ⋮ Rate of convergence for the generalized Pareto approximation of the excesses ⋮ The maximum size of the planar sections of random spheres and its application to metallurgy ⋮ Penultimate approximations in statistics of extremes and reliability of large coherent systems ⋮ Unnamed Item ⋮ Clustering of extreme events created by multiple correlated maxima

Cites Work

• Sur la distribution limite du terme maximum d'une série aléatoire
• APPROXIMATE FORMULAE FOR THE STATISTICAL DISTRIBUTIONS OF EXTREME VALUES
• Estimating probabilities for normal extremes
• 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
• On the rate of convergence of normal extremes
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