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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- Asymptotics of the norm of elliptical random vectors
- Non-parametric estimators of multivariate extreme dependence functions
- Peaks-over-threshold stability of multivariate generalized Pareto distributions
- Random partition of a finite set by cycles of permutation
- Invariance of conditional maximum utility
- Multivariate normal distribution and multivariate order statistics induced by ordering linear combinations
- Extremal stochastic integrals: a parallel between max-stable processes and \(\alpha\)-stable processes
- Evaluating project completion times when activity times are Weibull distributed
- Normalizing constants for record values in Archimedean copula processes
- Extreme value theory of generalized order statistics
- From micro-correlations to macro-correlations
- A note on the asymptotic normality of the ET method for extreme quantile estimation.
- Concomitants of ordered variables from Huang-Kotz FGM type bivariate generalized exponential distribution
- A COMMENT ON LOCALLY MOST POWERFUL TESTS IN THE PRESENCE OF NUISANCE PARAMETERS
- Aggregation functions: construction methods, conjunctive, disjunctive and mixed classes
- A Characterization of the Gumbel Distribution Based on Record Values
- A dependent \(F^ \alpha\)-scheme
- Metal fatigue, Wicksell transform and extreme values
- Diffusion and growth in an evolving network
- Bivariate distributions with Weibull conditionals
- Domains of attraction of asymptotic distributions of extreme generalized order statistics
- Extreme value attractors for star unimodal copulas
- Recent results in applications and processing of \(\alpha\)-stable-distributed time series
- Limiting distributions of maxima under triangular schemes
- Archimax copulas and invariance under transformations
- Asymptotic behavior of the record value sequence
- Revenue and efficiency ranking in large multi-unit and bundle auctions
- Extreme order statistics
- Conditional limiting distribution of beta-independent random vectors
- Expansions of multivariate Pickands densities and testing the tail dependence
- 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
- Tail asymptotic results for elliptical distributions
- 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
- Correlations between record events in sequences of random variables with a linear trend
- Combinatorics of geometrically distributed random variables: Run statistics
- Efficiency of convex combinations of pickands estimator of the extreme value index
- Limit distributions of random record model in a stationary Gaussian sequence
- Convergence rates in multivariate robust outlier identification
- Asymptotic properties of type I elliptical random vectors
- Robust target localization in the absence of signal propagation models
- Almost sure limit theorems of extremes of complete and incomplete samples of stationary sequences
- The maximum size of the planar sections of random spheres and its application to metallurgy
- Review of testing issues in extremes: in honor of Professor Laurens de Haan
- Polynomial structures in order statistics distributions
- A physicist's approach to number partitioning
- On the estimation of monotone uniform approximations
- Asymptotic behavior of the joint record values, with applications
- Approximation rates for multivariate exceedances
- Extremes of Markov sequences
- Statistics of extremes in climatology
- A novel class of bivariate max-stable distributions
- Anomalous is ubiquitous
- Extreme values in FGM random sequences
- Limit theorems for intermediate and central order statistics under nonlinear normalization
- GLOBAL FLUCTUATIONS IN PHYSICAL SYSTEMS: A SUBTLE INTERPLAY BETWEEN SUM AND EXTREME VALUE STATISTICS
- Minimum distance estimators in extreme value distributions
- Modeling of maximum precipitation using maximal generalized extreme value distribution
- Parameter estimation of the generalized Pareto distribution. I
- Parameter estimation of the generalized Pareto distribution. II
- Convergence of statistics constructed from samples with random sizes to the Linnik and Mittag-Leffler distributions and their generalizations
- 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
- Ecological invasion, roughened fronts, and a competitor's extreme advance: integrating stochastic spatial-growth models
- Strong approximation of the number of renewal paced record times
- Limit theorems for Betti numbers of extreme sample clouds with application to persistence barcodes
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- Limit theory of bivariate dual generalized order statistics with random index
- Some inequalities of Bonferroni-Galambos type
- A note on generalized Pareto distributions and the k upper extremes
- Law of large numbers and large deviations for dependent risks
- 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
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