Sample extremes: an elementary introduction

DOI10.1111/J.1467-9574.1976.TB00275.XzbMATH Open0353.60032OpenAlexW2028276597MaRDI QIDQ4124038FDOQ4124038

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

• Sur la distribution limite du terme maximum d'une série aléatoire
• Title not available (Why is that?)
• On R. Von Mises' Condition for the Domain of Attraction of $\exp(-e^{-x})^1$

Cited In (13)

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

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