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
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
De Haan type increasing solutions of half-linear differential equations
General regular variation of \(n\)-th order and 2nd order Edgeworth expansion of the extreme value distribution. I
The structure of the class of subexponential distributions
Statistical convergence, selection principles and asymptotic analysis
Asymptotic distribution of normalized maximum under finite mixture models
Extremes of asymptotically spherical and elliptical random vectors
Characterization of tail distributions based on record values by using the Beurling's Tauberian theorem
It was 30 years ago today when Laurens de Haan went the multivariate way
Spectral conditions for local nondeterminism
On regular variation of probability densities
A note on the asymptotic normality of sums of extreme values
Box–Cox transformations and heavy-tailed distributions
Extremes and clustering of nonstationary max-AR(1) sequences
Gaussian Approximation of Conditional Elliptical Random Vectors
Integrals and derivatives of regularly varying functions in \(R^ n\) and domains of attraction of stable distributions. II
Approximation to the expectation of a function of order statistics and its applications
A theorem of Galambos-Bojanić-Seneta type
Harmonic renewal measures
Domains of attraction of asymptotic distributions of extreme generalized order statistics
On the class \(\mathbb S_0\) of real sequences
Infinite variance stable moving averages with long memory
Aggregation of rapidly varying risks and asymptotic independence
Estimating L-functionals for heavy-tailed distributions and application
The product of two dependent random variables with regularly varying or rapidly varying tails
Summability of sequences and selection properties
Semi-parametric second-order reduced-bias high quantile estimation
Some characterizations of almost sure bounds for weighted multidimensional empirical distributions and a Glivenko-Cantelli theorem for sample quantiles
Regularly Varying Sequences
On a strong Tauberian result
Characterizations and examples of hidden regular variation
Classes of sequences of real numbers, games and selection properties
Rapidly varying sequences and rapid convergence
Limit laws for record values
A few remarks on divergent sequences: rates of divergence
Dispersion models for extremes
Weak limiting behaviour of a simple tail Pareto-index estimator
On the Monge-Ampère equation with boundary blow-up: existence, uniqueness and asymptotics
On almost sure max-limit theorems of complete and incomplete samples from stationary sequences
Limit theorems for the ratio of weak records
The influence of dependence on data network models

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