scientific article; zbMATH DE number 3359478

zbMATH Open0226.60039MaRDI QIDQ5633348FDOQ5633348

Publication date: 1970

Title of this publication is not available (Why is that?)

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)

Maxima of Dirichlet and triangular arrays of gamma variables
Blow-up rate of the unique solution for a class of one-dimensional \(p\)-Laplacian equations
Estimation of the extreme value and the extreme points
New results for the Brown-Proschan model of imperfect repair
Bivariate CDF iterations and asymptotic independence
Restricted domains of attraction of \(\exp (-e^{-x})\)
Boundary behavior of large solutions to elliptic equations with nonlinear gradient terms
An outlier test for linear processes
Limit properties of Luce's choice theory
Weak convergence with random indices
Some properties of multivariate extreme value distributions and multivariate tail equivalence
On the continuation of the limit distributions of the extreme and central terms of a sample
Continuation theorems of the extremes under power normalization
Almost sure limit behaviour of Pfeifer record values
High level sojourns for strongly dependent Gaussian processes
A tail bootstrap procedure for estimating the tail Pareto-index
Asymptotic formulae for solutions of half-linear differential equations
Regularly varying rates of decrease for moduli of continuity and Fourier transforms of functions on \({\mathbb{R}}^ d\)
Distribuciones neutras, propensas y resistentes a datos atipicos
The outlier behaviour of probability distributions
Asymptotic distributions of linear combinations of intermediate order statistics
On the relative stability of large order statistics
On testing the extreme value index via the POT-method
On the domain of attraction of \(\exp (-\exp (-x))\)
Ratio of generalized Hill's estimator and its asymptotic normality theory
A wide class of heavy-tailed distributions and its applications
Regular variation and probability: The early years
Chover-type laws of the iterated logarithm for weighted sums.
On the domain of attraction of an operator between supremum and sum
New results for tails of probability distributions according to their asymptotic decay
Extreme value theory for continuous parameter stationary processes
On a subclass of the class of rapidly varying sequences
Estimation of return values for significant wave height from satellite data
Asymptotic behavior for iterated functions of random variables
On stability of intermediate order statistics
Limit laws for the maximum and minimum of stationary sequences
Normalizing constants of a distribution which belongs to the domain of attraction of the Gumbel distribution
Extreme fluctuations in noisy task-completion landscapes on scale-free networks
On the convolution of functions which belong to a subclass ofL¹(0, ∞)
Efficiency of convex combinations of pickands estimator of the extreme value index
Minimal spacings of non-uniform densities
Convergence in distribution of quotients of order statistics
Limit theorems for Markov chains of finite rank
On subordinated distributions and random record processes
Sequential estimation of the minimum of a random variable
Strong law and central limit theorem for a process between maxima and sums
Log-convex sequences and nonzero proximate orders
On variations via statistical convergence
Title not available (Why is that?)
On a theorem in entire function theory and its application in probability theory
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

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