On the asymptotic joint distribution of an unbounded number of sample extremes

DOI10.1007/BF00718033zbMath0627.62023MaRDI QIDQ1092548

Ishay Weissman

Publication date: 1988

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

zbMATH Keywords

extreme value distributionsintermediate order statisticsconvergence in total variationLebesgue setsasymptotic joint distributionmultivariate extremal distributionsconvergence of the sample maximumunbounded number of sample extremes

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15) Limit theorems in probability theory (60F99)

Cites Work

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• Tail estimates motivated by extreme value theory
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• Extremal processes. II
• Some nondegenerate limit laws for the selection differential
• Asymptotic equivalence of probability distributions with applications to some problems of asymptotic independence
• Central limit theorems for sums of extreme values
• Confidence intervals for the threshold parameter
• Uniform approximation to distributions of extreme order statistics
• Estimation of Parameters and Larger Quantiles Based on the k Largest Observations
• Asymptotical independence of the lengths of subintervals of a randomly partitioned interval; a sample from S. Ikeda's work
• Asymptotic inference about a density function at an end of its range
• Linear Statistical Inference and its Applications

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