scientific article; zbMATH DE number 3903649

MaRDI QIDQ3681644zbMATH OpenFDO

Authors Laurens De Haan

Publication date 1984

zbMATH Keywords

extreme-value distributionscharacterizations of the domains of attractioninverse of the distribution function

Mathematics Subject Classification ID

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

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(47)

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• On a characteristic property of generalized Pareto distributions, extreme value distributions and their max domains of attraction
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• On domains of uniform local attraction in extreme value theory
• Estimation of the tail parameter in the domain of attraction of an extremal distribution
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• Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation
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• Reiss and Thomas' automatic selection of the number of extremes
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• Extreme Value Theory and Statistics of Univariate Extremes: A Review
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