A law of the iterated logarithm for sums of extreme values from a distribution with a regularly varying upper tail

DOI10.1214/aop/1176992074zbMath0646.60034OpenAlexW2017791721MaRDI QIDQ1103952

David M. Mason, Erich Haeusler

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1214/aop/1176992074

zbMATH Keywords

order statisticslaw of the iterated logarithmsum of the extreme values

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Strong limit theorems (60F15)

Related Items (3)

On the relationship between the almost sure stability of weighted empirical distributions and sums of order statistics ⋮ The convergence rate for the normal approximation of extreme sums ⋮ Almost sure convergence of the Hill estimator

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