On Extreme Order Statistics
From MaRDI portal
Publication:5342250
DOI10.1214/aoms/1177700395zbMath0132.39502OpenAlexW2083072012MaRDI QIDQ5342250
Publication date: 1964
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177700395
Related Items
Cumulative processes: Linear combinations of order statistics and percentiles, Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes, Characterization of tail distributions based on record values by using the Beurling's Tauberian theorem, Extremes of independent stochastic processes: a point process approach, On the exceedance point process for a stationary sequence, A STOCHASTIC PROCESS THAT IS AUTOREGRESSIVE IN TWO DIRECTIONS OF TIME., Maxima of linear processes with heavy‐tailed innovations and random coefficients, Unnamed Item, On the characterization of certain point processes, Asymptotics for ratios with applications to reinsurance, Optimal stopping for extremal processes, Extremal point processes and intermediate quantile functions, Strong approximation of maxima by extremal processes, Extreme Value Theory and Statistics of Univariate Extremes: A Review, Semi-stable Markov processes in \(R^n\), Estimation of the tail index in the max-aggregation scheme, Extremal regime for one-dimensional Mott variable-range hopping, Decomposition for multivariate extremal processes, Limit theorems for a recursive maximum process with location-dependent periodic intensity-parameter, Weak convergence of subordinators to extremal processes, Convergence to the maximum process of a fractional Brownian motion with shot noise, A note on weak convergence to extremal processes, Weak convergence of sequences of first passage processes and applications, Weak convergence of multivariate partial maxima processes, A family of random sup-measures with long-range dependence, Weak convergence results for multiple generations of a branching process, Weak convergence inapplied probability, Limit theorems for mixed max-sum processes with renewal stopping, Semi-stable Markov processes. I, Convergence in distribution of quotients of order statistics, Functional limit theorems for the Bouchaud trap model with slowly varying traps, Monotone stopping problems and continuous time processes, Fitting phase-type scale mixtures to heavy-tailed data and distributions, Certain bivariate distributions and random processes connected with maxima and minima, Weak convergence with random indices, Time-changed extremal process as a random sup measure, Complete convergence and records for dynamically generated stochastic processes, A connection between extreme value theory and long time approximation of SDEs, Maxima of long memory stationary symmetric \(\alpha\)-stable processes, and self-similar processes with stationary max-increments, Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions, Limit theorems for extremal processes generated by a point process with correlated time and space components, The extremes of a random scenery as seen by a random walk in a random environment, Extremal limit theorems for observations separated by random power law waiting times, Stationary self-similar extremal processes, Self-similar extremal processes, Extremal theory for long range dependent infinitely divisible processes, Bootstrapping robust regression, Independent Poisson processes generated by record values and inter-record times, Functional weak convergence of partial maxima processes
