LAN of extreme order statistics

DOI10.1007/BF01856542zbMath0843.62019MaRDI QIDQ1915252

Michael Falk

Publication date: 21 August 1996

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

order statisticslocal asymptotic normalityasymptotically optimal testsgeneralized Pareto distributionsLANextreme order statisticscentral sequenceasymptotic sufficiencyloglikelihood process

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Asymptotic properties of parametric tests (62F05)

Related Items

Testing the tail index in autoregressive models, Extreme Value Theory and Statistics of Univariate Extremes: A Review, On the loss of information due to nonrandom truncation, Estimating a Stability Parameter: Asymptotics and Simulations, Local asymptotic normality of intermediate and central order statistics, Minimax risk bounds in extreme value theory

Cites Work

• On the estimation of the extreme-value index and large quantile estimation
• Mathematical theory of statistics. Statistical experiments and asymptotic decision theory
• Adaptive estimates of parameters of regular variation
• Comparison of location models of Weibull type samples and extreme value processes
• Estimating tails of probability distributions
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Residual life time at great age
• Statistical inference using extreme order statistics
• A simple general approach to inference about the tail of a distribution
• On statistical information of extreme order statistics, local extreme value alternatives, and Poisson point processes
• On testing the extreme value index via the POT-method
• A course on point processes
• Global sufficiency of extreme order statistics in location models of Weibull type
• Sur la distribution limite du terme maximum d'une série aléatoire
• Central limit theorems for sums of extreme values
• Parameter and Quantile Estimation for the Generalized Pareto Distribution
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item