scientific article; zbMATH DE number 193528
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)
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- Limit theory of bivariate generalized order statistics with random sample size
- Certain bivariate distributions and random processes connected with maxima and minima
- Multivariate records and hitting scenarios
- On the asymptotic distribution of certain bivariate reinsurance treaties
- 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
- Ratio of generalized Hill's estimator and its asymptotic normality theory
- 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
- Maxima of increments of partial sums for certain subexponential distributions
- Asymptotic properties of multivariate order statistics with random index
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- Stability theorems for large order statistics with varying ranks
- Extreme value problems in random matrix theory and other disordered systems
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- Strong approximations of k-th records and k-th record times by Wiener processes
- Extreme Value Analysis for Progressively Type-II Censored Order Statistics
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- Tests of goodness of fit based on the \(L_2\)-Wasserstein distance
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- Maxima of normal random vectors: Between independence and complete dependence
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- Families of min-stable multivariate exponential and multivariate extreme value distributions
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- Continuability of local weak limits for record values
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- Geostatistics of dependent and asymptotically independent extremes
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- Multivariate survival functions with a min-stable property
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- Semi-parametric models for the multivariate tail dependence function -- the asymptotically dependent case
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- 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
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- 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
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- 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
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- 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
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