Extreme Value Theory: Proceedings of a Conference Held in Oberwolfach, Dec. 6-12, 1987 |
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Assume assumption asymptotic expansion characterization components consider constant convergence convex correlation coefficient defined Deheuvels denote density dependence function distribution function domain of attraction estimator exists exponential distribution exponential family extreme order statistics extreme value distribution extreme value theory finite Galambos Gaussian processes given Gomes Gumbel Hausdorff dimension Hence hits H holds Hüsler implies independent inequality integral interval kn/n Lemma lim inf lim sup limiting distribution linear loglogt logt Markov Math maxima maximum multivariate extreme obtain order statistics parameter Pickands point process Poisson Poisson process Prob probability proof of Theorem properties quantile quantile function random variables random vectors record values regression Reiss Resnick RFC-amplitude sample satisfies self-similar slowly varying stationary tail Theorem 2.1 Tiago de Oliveira Var(L wavelength and amplitude Wiener process X₁ zero