scientific article; zbMATH DE number 193528
From MaRDI portal
Publication:4040329
zbMATH Open0634.62044MaRDI QIDQ4040329FDOQ4040329
Authors: Janos Galambos 
Publication date: 5 June 1993
Title of this publication is not available (Why is that?)
Recommendations
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)
Cited In (only showing first 100 items - show all)
- 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
- Maxima of normal random vectors: Between independence and complete dependence
- The extremal index of a higher-order stationary Markov chain
- Bivariate extreme value distributions based on polynomial dependence functions
- Records and sequences of records from random variables with a linear trend
- Families of min-stable multivariate exponential and multivariate extreme value distributions
- Propriétés statistiques des copules de valeurs extrêmes bidimensionnelles
- Current records and record range with some applications
- Continuability of local weak limits for record values
- Generalized Pareto copulas: a key to multivariate extremes
- Geostatistics of dependent and asymptotically independent extremes
- Economies of scale in innovations with block-busters
- Multivariate survival functions with a min-stable property
- A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas
- The estimation of M4 processes with geometric moving patterns
- Higher order expansion for moments of extreme for generalized Maxwell distribution
- Contributions of empirical and quantile processes to the asymptotic theory of goodness-of-fit tests. (With comments)
- Semi-parametric models for the multivariate tail dependence function -- the asymptotically dependent case
- 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
- Multivariate extreme values in \(T\)-periodic random sequences under mild oscillation restrictions
- Weibull tail-distributions revisited: A new look at some tail estimators
- Statistical analysis and modeling of precipitation data
- Conditional limits of \(W_{p}\) scale mixture distributions
- Testing for a multivariate generalized Pareto distribution
- Optimal approximations and upper bounds for the order statistic of a sample
- 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
- Rates of convergence in multivariate extreme value theory
- Sieve-based confidence intervals and bands for Lévy densities
- Extremes of weighted Dirichlet arrays
- Extremes of asymptotically spherical and elliptical random vectors
- A note on domains of attraction of \(p\)-max stable laws
- Uniqueness of the thermodynamic limit for driven disordered elastic interfaces
- It was 30 years ago today when Laurens de Haan went the multivariate way
- Nonparametric rank-based tests of bivariate extreme-value dependence
- Poisson approximation
- On record indices and record times
- Activated aging dynamics and effective trap model description in the random energy model
- Tail asymptotics for dependent subexponential differences
- 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.
- A characterization of the rate of convergence in bivariate extreme value models
- Title not available (Why is that?)
- Asymptotic results for the sum of dependent non-identically distributed random variables
- Random-walk in beta-distributed random environment
- Bivariate distributions with given extreme value attractor
- One-dimensional empirical measures, order statistics, and Kantorovich transport distances
- Profile control charts based on nonparametric \(L-1\) regression methods
- Multivariate extreme value copulas with factor and tree dependence structures
- On the distribution for the duration of a randomized leader election algorithm
- On prediction of individual sequences
- Limit distributions for the bivariate geometric maxima
- On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays
- Estimation of the Weibull tail-coefficient with linear combination of upper order statistics
- An Exponential Model for Damage Accumulation
- A moving window approach for nonparametric estimation of the conditional tail index
- On the multivariate probability integral transformation
- Rates of convergence of extreme for asymmetric normal distribution
- Benford's law: a Poisson perspective
- Comparison between the rates of convergence of extremes under linear and under power normalization
- On characterization of certain distributions of record values
- A Karhunen-Loève decomposition of a Gaussian process generated by independent pairs of exponential random variables
- Cramer-von mises-type tests with applications to tests of independence for multivariate extreme-value distributions
- Estimation of distribution tails —a semiparametric approach
- Rate of convergence for the generalized Pareto approximation of the excesses
- Title not available (Why is that?)
- Generalizing the Pareto to the log-Pareto model and statistical inference
- Title not available (Why is that?)
- The standard additive coalescent
- A bootstrap goodness of fit test for the generalized Pareto distribution
- Order Statistics from Discrete Distributions
- Rates of convergence of lognormal extremes under power normalization
- Nonparametric estimation of an extreme-value copula in arbitrary dimensions
- Conditional limit results for type I polar distributions
- On the max-domain of attractions of bivariate elliptical arrays
- Asymptotic theory of extreme dual generalized order statistics
- Bootstrapping the Student \(t\)-statistic
- The distribution of the maximum of the multivariate \(\mathrm{AR}(p)\) and multivariate \(\mathrm{MA}(p)\) processes
- Censoring estimators of a positive tail index
- On extreme-order statistics and point processes of exceedances in multivariate stationary Gaussian sequences
- Statistical modeling of spatial extremes
- Selection, acquisition, and allocation of manufacturing technology in a multi-period environment
- Laws of small numbers: extremes and rare events.
- Estimating Extreme Quantiles of Weibull Tail Distributions
- A multivariate piecing-together approach with an application to operational loss data
- Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour
- Copulas: Tales and facts (with discussion)
- New characterizations of multivariate max-domain of attraction and \(D\)-norms
- Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes
- Asymptotic behaviour of the probability-weighted moments and penultimate approximation
- Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions
- Spatial sampling plans to monitor the 3-D spatial distribution of extremes in soil pollution surveys
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 Q4040329)
