A note on generalized Pareto distributions and the k upper extremes

DOI10.1007/BF01203167zbMath0675.62011MaRDI QIDQ1122251

Michael Falk

Publication date: 1990

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

zbMATH Keywords

order statisticgeneralized Pareto distributionbest rate of joint convergence of extremeslimiting extreme value distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

Related Items

Von Mises conditions, \(\delta\)-neighborhoods and rates of convergence for maxima ⋮ Estimating the probability of obtaining nonfeasible parameter estimates of the generalized pareto distribution ⋮ On Pickands coordinates in arbitrary dimensions

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