Comparison of location models of Weibull type samples and extreme value processes

DOI10.1007/BF00322024zbMath0627.62007MaRDI QIDQ1092543

Rolf-Dieter Reiss, Arnold Janssen

Publication date: 1988

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

rate of convergenceinequalitydeficiencyexponential random variablesextreme order statisticslocation parameter modelsapproximate sufficiencyextreme value processeslower extremesWeibull type sample

Mathematics Subject Classification ID

Theory of statistical experiments (62B15) Order statistics; empirical distribution functions (62G30) Sufficient statistics and fields (62B05)

Related Items (6)

Global sufficiency of extreme order statistics in location models of Weibull type ⋮ LAN of extreme order statistics ⋮ Statistical inference based on large claims via poisson approximation. Part II: Poisson process approach ⋮ On testing the extreme value index via the POT-method ⋮ The deficiency introduced by resampling ⋮ On statistical information of extreme order statistics, local extreme value alternatives, and Poisson point processes

Cites Work

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• On domains of uniform local attraction in extreme value theory
• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• A new proof of the approximate sufficiency of sparse order statistics
• Asymptotic methods in statistical decision theory
• Rates of uniform convergence of extreme order statistics
• Independence of order statistics
• Asymptotic independence of distributions of normalized order statistics of the underlying probability measure
• On estimating the endpoint of a distribution
• The asymptotic sufficiency of sparse order statistics in tests of fit with nuisance parameters
• Uniform approximation to distributions of extreme order statistics
• Asymptotic inference about a density function at an end of its range
• Regularly varying functions

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