Uniform approximation to distributions of extreme order statistics

DOI10.2307/1426784zbMath0469.60025OpenAlexW2324565450MaRDI QIDQ3923320

Rolf-Dieter Reiss

Publication date: 1981

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1426784

zbMATH Keywords

asymptotic expansionsextreme order statisticsaccuracy of approximation by limiting distributions

Mathematics Subject Classification ID

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

Related Items (10)

Rates of uniform convergence of extreme order statistics ⋮ Comparison of location models of Weibull type samples and extreme value processes ⋮ On the asymptotic joint distribution of an unbounded number of sample extremes ⋮ A note on generalized Pareto distributions and the k upper extremes ⋮ On the asymptotic normality of self-normalized sums ⋮ Spectral radii of truncated circular unitary matrices ⋮ Spectral radii of large non-Hermitian random matrices ⋮ Penultimate limiting forms in extreme value theory ⋮ A note on uniform approximation to distributions of extreme order statistics ⋮ Approximations to the distributions of ordered distance random variables

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