Sample extremes: an elementary introduction

DOI10.1111/J.1467-9574.1976.TB00275.XMaRDI QIDQ4124038zbMATH OpenOpenAlexFDO

Authors Laurens De Haan

Publication date 1976

Published in Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL https://ageconsearch.umn.edu/record/272130/files/erasmus070.pdf

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01)

Cites work

• scientific article; zbMATH DE number 3359478 (Why is no real title available?)
• On R. Von Mises' Condition for the Domain of Attraction of $\exp(-e^{-x})^1$
• Sur la distribution limite du terme maximum d'une série aléatoire

Cited in

(13)

• Applying the flow-capturing location-allocation model to an authentic network: Edmonton, Canada
• Limit theorems of general functions of independent and identically distributed random variables
• A computational algorithm for the coverage probability of a first order autogressive process
• Maxima of sojourn times in acyclic Jackson queueing networks
• Normalizing constants for record values in Archimedean copula processes
• Asymptotic behavior for iterated functions of random variables
• Extreme value analysis for progressively type-II censored order statistics
• Slow convergence of the number of near-maxima for Burr XII distributions
• The limiting distribution of extremal exchange rate returns
• Two-choice optimal stopping
• Conditions based on conditional moments for max-stable limit laws
• Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies
• On the Asymptotic Distribution of the Least-Squares Estimators in Unidentifiable Models

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