scientific article; zbMATH DE number 3592801

From MaRDI portal
Publication:4162318

zbMath0381.62039MaRDI QIDQ4162318

Janos Galambos

Publication date: 1978


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (only showing first 100 items - show all)

The multivariate extremal index and the dependence structure of a multivariate extreme value distributionPenultimate versus ultimate in statistical theory of extremes. A simulation studySupremum self-decomposable random vectorsRates of uniform convergence of extreme order statisticsRecord and interrecord times for sequences of nonidentically distributed random variablesRank-based inference for bivariate extreme-value copulasDiffusivity in one-dimensional generalized Mott variable-range hopping modelsOn sum of 0-1 random variables. I. Univariate caseEstimation of the extreme value and the extreme pointsExtreme values of exponentially autocorrelated sequencesRestricted domains of attraction of \(\exp (-e^{-x})\)On the tail behaviour of quantile processesOn the asymptotic joint distribution of an unbounded number of sample extremesOn the records of multivariate random sequencesOn the maximal distance between two renewal epochsComputer experiments for the analysis of extreme-value phenomenaAlmost sure convergence of maxima for chaotic dynamical systemsThe asymptotic behavior of a counting process in the max-scheme. A discrete caseThe distributions of interrecord fillingsExtreme residuals in regression model. Minimax approachProduct representations for random variables with Weibull distributions and their applicationsThe asymptotics of randomly indexed random sequences: independent indicesBoundary identification for admissible variation of external and internal factors affecting robustness of fiber-optic communication systems on rail transportLimit laws for norms of IID samples with Weibull tailsRuns based on records: their distributional properties and an application to testing for dispersive orderingOn strong large deviation results for lightly trimmed sums and some applicationsA two-stage prognosis model in condition based maintenanceLimit theorems for runs based on `small spacings'On the consistency of the maximum likelihood estimator for the three parameter lognormal distributionGeneral max-stable lawsLinear estimation of location and scale parameters using partial maximaMicrostructure-sensitive extreme value probabilities for high cycle fatigue of Ni-base superalloy IN100Simulated microstructure-sensitive extreme value probabilities for high cycle fatigue of duplex Ti-6Al-4VThe stochastic generalized bin packing problemOn the tail dependence in bivariate hydrological frequency analysisOn sums of independent random variables whose distributions belong to the max domain of attraction of max stable lawsA weak law of large numbers for maximaLimit theorems for lower-upper extreme values from two-dimensional distribution functionA characterization of Gumbel's family of extreme value distributionsMean-field models in the theory of random media. IIMultivariate extreme values in stationary random sequencesAsymptotic expansion of the logistic midrangeA new bounded log-linear regression modelAsymptotic distribution of law-invariant risk functionalsOn the height of digital trees and related problemsA note on the Berman conditionOn almost sure max-limit theorems of complete and incomplete samples from stationary sequencesAsymptotic behaviour of near-maxima of Gaussian sequencesNormex, a new method for evaluating the distribution of aggregated heavy tailed risksExtremal theory for spectrum of random discrete Schrödinger operator. II. Distributions with heavy tailsExtremal theory for spectrum of random discrete Schrödinger operator. I: Asymptotic expansion formulasImproved approximation algorithms for MAX \(k\)-cut and MAX BISECTION\(U\)-max-statisticsSums of possibly associated Bernoulli variables: the Conway-Maxwell-binomial distributionA test for additive outliers applicable to long-memory time seriesAsymptotic properties of nonparametric M-estimation for mixing functional dataMultivariate order statistics based on dependent and nonidentically distributed random varia\-blesLipschitz continuity of copulas w.r.t. \(L_p\)-normsBootstrap-based tests for deterministic time-varying coefficients in regression modelsExtremal properties for weakly correlated random variables arising in speckle patternsExtending statistics of extremes to distributions varying in position and scale and the implications for race modelsOn von Mises type conditions for \(p\)-max stable laws, rates of convergence and generalized log Pareto distributionsThe asymptotic behaviour of maxima of complete and incomplete samples from stationary sequences\(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulasExtreme value limit laws in the nonidentically distributed caseSignal-detection models for multidimensional stimuli: Probability distributions and combination rulesStochastic networks and the extreme value distributionA probabilistic decomposition-synthesis method for the quantification of rare events due to internal instabilitiesLimit theorems for diameter of a random sample in the unit ballStatistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributionsBootstrap and empirical likelihood methods in extremesFirst-passage and extreme-value statistics of a particle subject to a constant force plus a random forceRuns in an ordered sequence of random variablesThe stochastic \(p\)-median problem with unknown cost probability distributionAn order statistics model based on the list of top \(m\) scores after \(\ell\)\,th changeOn the non-parametric estimation of the bivariate extreme-value distributionsTransformations in stochastic DEA modelsDistribution-free bounds on the expectation of the maximum with scheduling applicationsAnalysis of extreme values of natural processes: Statistical description of the maximumLaws of the iterated logarithm and an almost sure invariance principle for mixing \(B\)-valued random variables and autoregressive processesEin asymptotischer Satz über den maximalen Minimalabstand von unabhängigen Zufallsvektoren mit Anwendung auf einen Anpassungstest im \(R^ p\) und auf der KugelNew methods for analyzing structural models of labor force dynamicsIndependent scale-free spacings for the exponential and uniform distributionsThe role of functional equations in stochastic model buildingLimit laws for upper and lower extremes from stationary mixing sequencesPoint processes and multivariate extreme valuesDiscrete dynamic choice: An extension of the choice models of Thurstone and LuceThe future occurrence of recordsOn the sequence of partial maxima of some random sequencesA note on uniform approximation to distributions of extreme order statisticsThe matroidal knapsack: A class of (often) well-solvable problemsThe growth rate of partial maxima on subsequencesExtreme values of autocorrelated sequencesAsymptotic linear prediction of extreme order statisticsAlmost sure limit points of independent copies of sample maximaSequential estimation of the minimum of a random variableStationary min-stable stochastic processesMultivariate extreme value distributions for stationary Gaussian sequencesOn the dependence function of Sibuya in multivariate extreme value theoryApproximations to the distributions of ordered distance random variables




This page was built for publication: