scientific article; zbMATH DE number 4201258

MaRDI QIDQ3349679zbMATH OpenFDO

Authors Erich Haeusler, David M. Mason

Publication date 1991

zbMATH Keywords

stabilitylaw of the iterated logarithmtrimmed sumsregularly varying upper tailsums of order statisticsquantile function techniquesupper extreme values

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15)

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• Cluster sets of self-normalized sums
• On tail behaviour ofkth upper order statistics under fixed and random sample sizes via tail equivalence
• The asymptotic distribution of sums of extreme values from a regularly varying distribution
• A law of the iterated logarithm for sums of extreme values from a distribution with a regularly varying upper tail
• On limiting behavior of sums and maxima when tails are slowly varying
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• Intermediately trimmed strong laws for Birkhoff sums on subshifts of finite type
• Energy transfer and joint diffusion

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