Moment Convergence of Sample Extremes

From MaRDI portal
Publication:5568881

DOI10.1214/aoms/1177698320zbMath0176.48804OpenAlexW2057452040MaRDI QIDQ5568881

James III Pickands

Publication date: 1968

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177698320




Related Items (47)

Expansions for moments of logarithmic skew-normal extremesMallows Distance Convergence for Extremes: Regeneration ApproachA preferential attachment model with random initial degreesTWO-STAGE APPROXIMATION OF EXPECTED REWARD FOR GAMMA RANDOM VARIABLESLocal optimality and global superiority of adaptive designs in linear modelsThe asymptotic stability of the maximum of independent random elements in function Banach latticesLimit theorems for extremal residuals in a regression model with heavy tails of observation errorsExpansions for quantiles and moments of extremes for distributions of exponential power typeBias corrected empirical Bayes confidence intervals for the selected meanOptimal stopping for extremal processesLarge Fork-Join Queues with Nearly Deterministic Arrival and Service TimesAsymptotic expansions for moments of skew-normal extremesDistribution of extreme first passage times of diffusionMean width of regular polytopes and expected maxima of correlated Gaussian variablesSlowest first passage times, redundancy, and menopause timingExtreme value theory for a sequence of suprema of a class of Gaussian processes with trendComparision of expectations of the extreme of sums and the sum of extremes from gamma distributionsA weak law of large numbers for maximaMoments of order statistics and \(L\)-moments for the symmetric triangular distributionAsymptotic expansions of the moments of extremes from general error distributionOn convergence of the uniform norms for Gaussian processes and linear approximation problemsExtreme value distributions of observation recurrencesNumerical convergence of the block-maxima approach to the generalized extreme value distributionAsymptotics of random contractionsGuaranteeing approach to solving quantile optimization problemsSome results on the behavior and estimation of the fractal dimensions of distributions on attractorsImplementable coupling of Lévy process and Brownian motionMoments of order statistics of the standard two-sided power distributionHigher order expansion for moments of extreme for generalized Maxwell distributionMoment convergence of powered normal extremesBiases of the maximum likelihood and Cohen-Sackrowitz estimators for the tree-order modelOn the bias and mean-square error of order-restricted maximum likelihood estimatorsOn the Relationship Between Convergence in Distribution and Convergence of Expected ExtremesOn the rate of concentration of maxima in Gaussian arraysTail asymptotics under beta random scalingExpected volumes of Gaussian polytopes, external angles, and multiple order statisticsOn Ibragimov-Iosifescu conjecture for \(\phi\)-mixing sequencesDistribution-free bounds on the expectation of the maximum with scheduling applicationsOn the Moments of the Modulus of Continuity of Itô ProcessesExtreme first passage times of piecewise deterministic Markov processesLeader election using random walksParallel computing, failure recovery, and extreme valuesEquivalence classes of regularly varying functionsBlocking, reordering, and the throughput of a series of serversOn extremal theory for self-similar processesQuota fulfillment timesEstimation of distribution tails —a semiparametric approach




This page was built for publication: Moment Convergence of Sample Extremes