On statistical information of extreme order statistics, local extreme value alternatives, and Poisson point processes

DOI10.1016/0047-259X(94)80002-DzbMath0801.62007OpenAlexW1990744117MaRDI QIDQ1323139

Frank Marohn, Arnold Janssen

Publication date: 27 November 1994

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0047-259x(94)80002-d

zbMATH Keywords

Poisson point processeslocal alternativesasymptotically optimal teststhreshold modelslimit experimentextreme order statisticsmonotone likelihood ratiosnew extreme value model

Mathematics Subject Classification ID

Theory of statistical experiments (62B15) Order statistics; empirical distribution functions (62G30) Extreme value theory; extremal stochastic processes (60G70)

Related Items

On the estimation of a support curve of indeterminate sharpness, LAN of extreme order statistics, On testing the extreme value index via the POT-method, Asymptotic equivalence for nonparametric regression with non-regular errors, On the loss of information due to nonrandom truncation, The deficiency introduced by resampling, Local asymptotic normality of truncated empirical processes, Infinitely divisible and stable statistical experiments, Local asymptotic normality of intermediate and central order statistics, Power of A Class of Goodness-of-Fit Tests I, Minimax risk bounds in extreme value theory

Cites Work

• On domains of uniform local attraction in extreme value theory
• Infinitely divisible statistical experiments
• Asymptotic methods in statistical decision theory
• Rates of uniform convergence of extreme order statistics
• Comparison of location models of Weibull type samples and extreme value processes
• Local limit theorems for sample extremes
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Non-standard rank tests
• Asymptotics in statistics: some basic concepts
• Addendum to ``A third-order optimum property of the maximum likelihood estimator
• A course on point processes
• Concentration of multivariate statistical tables
• On a Non-Parametric Analogue of the Information Matrix
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