Stochastic compactness of sample extremes

DOI10.1214/AOP/1176995089MaRDI QIDQ1253048zbMATH OpenOpenAlexFDO

Authors Laurens De Haan, Geert Ridder

Publication date 1979

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aop/1176995089

zbMATH Keywords

Regular VaxationSample ExtremesStochastic Compactness

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Cited in

(5)

• The outlier behaviour of probability distributions
• Matrix normalised stochastic compactness for a Lévy process at zero
• Compactness and continuity properties for a Lévy process at a two-sided exit time
• On stability of intermediate order statistics
• Dominated variation and related concepts and Tauberian theorems for Laplace transforms

This page was built for publication: Stochastic compactness of sample extremes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1253048)