scientific article; zbMATH DE number 193528
zbMATH Open0634.62044MaRDI QIDQ4040329FDOQ4040329
Authors: Janos Galambos
Publication date: 5 June 1993
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multivariate extreme value distributionsstatistical extremesvon Mises conditionserror estimates on the speed of convergence
Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Limit theorems in probability theory (60F99) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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- On the distribution of winners’ scores in a round-robin tournament
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- Limit distributions for the maxima of discrete random variables under monotone normalization
- Regular variation, conditions of domain of attraction and the existence of the tail dependence function in the general dependence case: a copula approach
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- Introduction to extreme value theory: applications to risk analysis and management
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- Some examples of noncentral moderate deviations for sequences of real random variables
- Asymptotic dependence of bivariate maxima
- A comment on rates of convergence for density function in extreme value theory and Rényi entropy
- A Note on the Moments and Computer Generation of the Shifted Gompertz Distribution
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- On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures
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- Existence of multivariate max-universal laws
- Limit distributions of upper order statistics for families of multivariate distributions
- Noninteracting fermions in a trap and random matrix theory
- Refinement of a zero-one law for maxima
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- Wait time to stochastic self-focusing
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- Dense classes of multivariate extreme value distributions
- Tests of goodness of fit based on the \(L_2\)-Wasserstein distance
- Extreme dependence of multivariate catastrophic losses
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- The extremal index of a higher-order stationary Markov chain
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- A method of moments estimator of tail dependence
- On the number and sum of near-record observations
- Extreme value distributions for dependent jointly \(l_{n,p}\)-symmetrically distributed random variables
- Asymptotics of joint maxima for discontinuous random variables
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- Weibull tail-distributions revisited: A new look at some tail estimators
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- Conditional limits of \(W_{p}\) scale mixture distributions
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- Stratified structure of the Universe and Burgers' equation -- a probabilistic approach
- On the use of the peaks over thresholds method for estimating out-of-sample quantiles.
- Supermodular dependence ordering on a class of multivariate copulas
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- Extremes of weighted Dirichlet arrays
- Extremes of asymptotically spherical and elliptical random vectors
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- Uniqueness of the thermodynamic limit for driven disordered elastic interfaces
- It was 30 years ago today when Laurens de Haan went the multivariate way
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- Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution
- Copula convergence theorems for tail events.
- On the distribution of Pickands coordinates in bivariate EV and GP models
- Efficient estimators and LAN in canonical bivariate POT models.
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