scientific article; zbMATH DE number 41557

zbMATH Open0686.62002MaRDI QIDQ3994591FDOQ3994591

Authors: Dietmar Pfeifer 

Publication date: 17 September 1992

Title of this publication is not available (Why is that?)

Recommendations

• Extreme value theory. An introduction.
• scientific article; zbMATH DE number 2188733
• scientific article; zbMATH DE number 1454116

zbMATH Keywords

point processesMarkov processesorder statisticsextreme value statisticscontinuous observationsBASIC- programsdomains of attraction of max-stable distributionsrates of convergence of extrem values

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

Cited In (8)

• Extremes in stochastic process realizations with effect estimates
• Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables
• Estimating parameters of an extreme value distribution by the method of moments
• Modelling of extremal events in insurance and finance
• Analysis of extreme values of natural processes: Statistical description of the maximum
• Title not available (Why is that?)
• On regression representations of stochastic processes
• Title not available (Why is that?)

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3994591)