scientific article; zbMATH DE number 3359478

zbMATH Open0226.60039MaRDI QIDQ5633348FDOQ5633348

Publication date: 1970

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Central limit and other weak theorems (60F05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

Cited In (only showing first 100 items - show all)

Estimating a bivariate tail: a copula based approach
The weak and strong asymptotic equivalence relations and the generalized inverse
On the ruin probability for physical fractional Brownian motion
Chover-type laws of the \(k\)-iterated logarithm for \(\tilde {\rho }\)-mixing sequences of random variables
Transformations in functional iterated logarithm laws and regular variation
Strongly regular sequences and proximate orders
Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
Weighted sums of subexponential random variables and their maxima
The weak asymptotic equivalence and the generalized inverse
Asymptotic expansions for waiting time probabilities in an \(M/G/1\) queue with long-tailed service time
Equivalence classes of regularly varying functions
On a subclass of regularly varying functions
The asymptotic distribution of self-normalized triangular arrays
On almost sure max-limit theorems
Some properties of rapidly varying sequences
Weak convergence of multivariate partial maxima processes
A complete classification of the isolated singularities for nonlinear elliptic equations with inverse square potentials
A law of the iterated logarithm of partial sums for NA random variables
Selecting the optimal sample fraction in univariate extreme value estimation
Consistency for least squares regression estimators with infinite variance data
Beurling moving averages and approximate homomorphisms
Statistics of extremes under random censoring
Convolution tails, product tails and domains of attraction
Regularly varying measures on metric spaces: hidden regular variation and hidden jumps
Laws of the iterated logarithm for \(\tilde \rho\)-mixing random variables with normal distribution
Extremes of weighted Dirichlet arrays
Subexponential distributions and characterizations of related classes
The rate of convergence in law of the maximum of an exponential sample
Extremes of independent stochastic processes: a point process approach
Detecting tail behavior: mean excess plots with confidence bounds
Local limit theorems for shock models
Large deviations results for subexponential tails, with applications to insurance risk
What portion of the sample makes a partial sum asymptotically stable or normal?
A class of asymptotically unbiased semi-parametric estimators of the tail index.
Modeling large claims in non-life insurance
Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution
Conditions based on conditional moments for max-stable limit laws
A family of test statistics for DMRL (IMRL) alternatives
Edgeworth expansion of densities of order statistics with fixed rank
The mean residual life function at great age: Applications to tail estimation
Tauberian theorems for \(J_ p\)-summability
On the bootstrap and the moving block bootstrap for the maximum of a stationary process
On the regular variation of elliptical random vectors
Multivariate subexponential distributions
Riesz means and self-neglecting functions
Confidence intervals for endpoints of a c.d.f. via bootstrap
Some recent results in infinite divisibility
max-infinitely divisible and max-stable sample continuous processes
Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
Extreme behavior of bivariate elliptical distributions
On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays
Extreme Value Theory and Statistics of Univariate Extremes: A Review
Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses
Derivatives of regularly varying functions in \(R^d\) and domains of attraction of stable distributions
Central limit theorems for sums of extreme values
Law of the iterated logarithm for sums of non-linear functions of Gaussian variables that exhibit a long range dependence
Additivity, subadditivity and linearity: automatic continuity and quantifier weakening
Limit theory of generalized order statistics
Rates of convergence of extreme for asymmetric normal distribution
Limit laws for random vectors with an extreme component
Weak convergence to fractional brownian motion and to the rosenblatt process
Blow-up rate of the unique solution for a class of one-dimensional equations with a weakly superlinear nonlinearity
Weak limits for exploratory plots in the analysis of extremes
Asymptotic relations in queueing theory
Convergence of integrated processes of arbitrary Hermite rank
Rates of convergence of extreme for general error distribution under power normalization
Price of anarchy for highly congested routing games in parallel networks
Comparison between the rates of convergence of extremes under linear and under power normalization
Weak properties and robustness of t-Hill estimators
Estimation of distribution tails —a semiparametric approach
Chover's law of the iterated logarithm for negatively associated sequences
Order Statistics from Discrete Distributions
The extended gamma class and applications
Limit theory for multivariate sample extremes
Local limit theorems for the maxima of discrete random variables
Maximum and minimum of one-dimensional diffusions
A general asymptotic scheme for inference under order restrictions
Estimating the parameters of rare events
The Pareto Copula, Aggregation of Risks, and the Emperor's Socks
On max domains of attraction of univariate \(p\)-max stable laws
On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences
On the max-domain of attractions of bivariate elliptical arrays
Multivariate regular variation on cones: application to extreme values, hidden regular variation and conditioned limit laws
Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution
Mixed moment estimator and location invariant alternatives
Invariance principles in Besov spaces, Gaussian processes and long-range dependence
Clustering of extreme events created by multiple correlated maxima
Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour
Domains of attraction to Tweedie distributions
First and higher order uniform dual ergodic theorems for dynamical systems with infinite measure
Bias reduction of a tail index estimator through an external estimation of the second-order parameter
A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator
The rank of the present excursion
Necessary and sufficient conditions for asymptotic normality of trimmed L-statistics
Reinsurance of large claims
Asymptotic expansions for infinite weighted convolutions of rapidly varying subexponential distributions
Self-decomposable discrete distributions and branching processes
The maximum term of uniformly mixing stationary processes
Extreme behaviour for bivariate elliptical distributions
A bootstrap approximation to the joint distribution of sum and maximum of a stationary sequence

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