scientific article; zbMATH DE number 193528
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Publication:4040329
zbMATH Open0634.62044MaRDI QIDQ4040329FDOQ4040329
Authors: Janos Galambos 
Publication date: 5 June 1993
Title of this publication is not available (Why is that?)
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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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- Conditional tail independence in Archimedean copula models
- Topological crackle of heavy-tailed moving average processes
- Tail uncertainty analysis in complex systems
- LAN of extreme order statistics
- A pentatonic classification of extreme events
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- Universal Poisson-process limits for general random walks
- A zero-one law for large order statistics
- Asymptotic independence and perfect dependence of vector components of multivariate extreme statistics
- On the physical interpretation of statistical data from black-box systems
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- Estimating extreme probabilities using tail simulated data
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- Recent results in applications and processing of \(\alpha\)-stable-distributed time series
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- Archimax copulas and invariance under transformations
- Asymptotic behavior of the record value sequence
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- New direct probabilistic approach for static responses of structures with uncertainties
- Hutchinson -- Lai's conjecture for bivariate extreme value copulas.
- How to model multivariate extremes if one must?
- Repeat sampling of extreme observations: regression to the mean revisited
- Bias reduction in risk modelling: semi-parametric quantile estimation
- Multivariate extreme value distributions and coverage of ranking probabilities
- Concomitants of generalized order statistics from iterated Farlie–Gumbel–Morgenstern type bivariate distribution
- Testing for tail independence in extreme value models
- Some Optimal Bivariate Bonferroni-Type Bounds
- Records in a changing world
- Conditional limiting distribution of type III elliptical random vectors
- On characterizations of distributions by expected values of order statistics and record values with gap
- On Pickands coordinates in arbitrary dimensions
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- Estimation of the Frèchet distribution parameters based on record values
- Distributional properties of statistics based on minimal spacing and record exceedance statistics
- The asymptotic distribution of the condition number for random circulant matrices
- On the distribution of Burr with applications
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