A note on the asymptotic normality of sums of extreme values

DOI10.1016/0378-3758(89)90071-2zbMath0675.62012arXiv1607.04848OpenAlexW3103858313MaRDI QIDQ1122252

Gane Samb Lo

Publication date: 1989

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1607.04848

zbMATH Keywords

order statisticsstandard normaldomain of attraction of a Gumbel extreme value distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Order statistics; empirical distribution functions (62G30)

Related Items

Semi-parametric estimation of the quintile share ratio index of inequality measure for heavy-tailed income distributions with index in the upper half of the unit interval ⋮ The convergence rate for the normal approximation of extreme sums ⋮ Trimmed sums of long range dependent moving averages ⋮ An outlier test for linear processes ⋮ Ratio of generalized Hill's estimator and its asymptotic normality theory ⋮ AN OUTLIER TEST FOR TIME SERIES BASED ON A TWO-SIDED PREDICTOR ⋮ Estimation of distribution tails —a semiparametric approach

Cites Work

• Weighted empirical and quantile processes
• The asymptotic distribution of sums of extreme values from a regularly varying distribution
• Laws of large numbers for sums of extreme values
• A simple general approach to inference about the tail of a distribution
• Central limit theorems for sums of extreme values
• Asymptotic behavior of Hill's estimate and applications
• Almost sure convergence of the Hill estimator
• Unnamed Item
• Unnamed Item