On the Relationship Between Convergence in Distribution and Convergence of Expected Extremes

DOI10.2307/2161237zbMath0805.60028OpenAlexW4249106282MaRDI QIDQ4303831

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Publication date: 2 February 1995

Full work available at URL: https://doi.org/10.2307/2161237

zbMATH Keywords

characterization theoremHoeffding's theorem

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Limit theorems in probability theory (60F99)

Related Items (8)

Necessary and sufficient condition that the limit of Stieltjes transforms is a Stieltjes transform ⋮ Expansions for quantiles and moments of extremes for distributions of exponential power type ⋮ Asymptotic expansions for moments of skew-normal extremes ⋮ Sequences of expected record values ⋮ Asymptotic expansions of the moments of extremes from general error distribution ⋮ A note on the sequence of expected extremes ⋮ Higher order expansion for moments of extreme for generalized Maxwell distribution ⋮ Moment convergence of powered normal extremes

Cites Work

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• Distribution-free bounds on the expectation of the maximum with scheduling applications
• Orderings arising from expected extremes, with an application
• On equal distributions
• Moment Convergence of Sample Extremes

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