Rarely Observed Sample Maxima

DOI10.1137/S0040585X97978658MaRDI QIDQ4328510zbMATH OpenOpenAlexFDO

Authors Luísa Canto e Castro, Laurens De Haan, Maria da Graça Temido

Publication date 25 April 2002

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97978658

zbMATH Keywords

domain of attractionmax-semistable distribution functionsample maxima

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70)

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Cited in

(12)

• Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions
• On the max-semistable limit of maxima of stationary sequences with missing values
• Limit laws for maxima of a stationary random sequence with random sample size
• Existence of multivariate max-universal laws
• Maxima of random properties of particles in supercritical branching processes
• On Max-Multiscaling Distributions as Extended Max-Semistable Ones
• On the maximum of periodic integer-valued sequences with exponential type tails via max-semistable laws
• On Stochastic Evolution Equations with Stochastic Boundary Conditions
• Extreme Value Theory and Statistics of Univariate Extremes: A Review
• Max-semistable extreme value laws for autoregressive processes with Cantor-like marginals
• Asymptotic distribution of certain statistics relevant to the fitting of max-semistable models
• Generalized Pickands' estimators for the tail index parameter and max-semistability

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