Sur la distribution limite du terme maximum d'une série aléatoire

From MaRDI portal
Publication:2653198

DOI10.2307/1968974zbMath0063.01643OpenAlexW2324099123WikidataQ56084245 ScholiaQ56084245MaRDI QIDQ2653198

B. V. Gnedenko

Publication date: 1943

Published in: Annals of Mathematics. Second Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1968974



Related Items

Multivariate extremes and max-stable processes: discussion of the paper by Zhengjun Zhang, An extended sparse max-linear moving model with application to high-frequency financial data, Inleiding over de verdeling van extremen, On outstanding values in a sequence of random variables, Limiting convex hulls of samples: Theory and function space examples, A form of regular variation and its application to the domain of attraction of the double exponential distribution, EXTREMES: A CONTINUOUS-TIME PERSPECTIVE, Limit Distributions of the Minimax of Independent Identically Distributed Random Variables, The extremes of random walks in random sceneries, Slowest first passage times, redundancy, and menopause timing, A smooth transition towards a Tracy–Widom distribution for the largest eigenvalue of interacting k-body fermionic embedded Gaussian ensembles, Capturing information in extreme events, On complexification of max-stable distributions, Unimodal maps perturbed by heteroscedastic noise: an application to financial systems, Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles, Extreme Value Theory and Statistics of Univariate Extremes: A Review, Multivariate Hill Estimators, On the Asymptotic Approach to the Change-Point Problem and Exponential Convergence Rate in the Ergodic Theorem for Markov Chains, On a Certain Class of Limit Distributions and their Domain of Attraction, Extremal quantiles and stock price crashes, Asymptotic predictive inference of negative lower tail index distributions, Extremal statistics for a one-dimensional Brownian motion with a reflective boundary, EXTREME VALUE DISTRIBUTIONS FOR BIASED SAMPLES, Extremal regime for one-dimensional Mott variable-range hopping, On extreme values of the queue length in some queuing systems, Information-theoretic convergence of extreme values to the Gumbel distribution, On extreme values in stationary sequences, Impossibility of consistent estimation of the distribution function of a sample maximum, Extremal behaviour of chaotic dynamics, Generalizations of the Hill estimator -- asymptotic versus finite sample behaviour, ANALYZING AND PREDICTING CAT BOND PREMIUMS: A FINANCIAL LOSS PREMIUM PRINCIPLE AND EXTREME VALUE MODELING, The limit distribution of the size of a giant component in an Internet-type random graph, On the asymptotics of discrete order statistics, Multivariate stability and strong limiting behaviour of intermediate order statistics, On the discrepancy of jittered sampling, A comparative review of generalizations of the Gumbel extreme value distribution with an application to wind speed data, An introduction to gevistic regression mortality models, Small-time almost-sure behaviour of extremal processes, A Note on the Moments and Computer Generation of the Shifted Gompertz Distribution, CORRELATION UNDER STRESS IN NORMAL VARIANCE MIXTURE MODELS, On the limit distribution of the maximum of a random number of independent random variables, Probabilistic reanalysis of storm surge extremes in Europe, Records for the moving average of a time series, Asymptotic Distributions of the Generalized Range, Midrange, Extremal Quotient, and Extremal Product, with a Comparison Study, Lehmer's mean-of-order- p extreme value index estimation: a simulation study and applications, The convex hull of a sample, The MOP EVI-Estimator Revisited, Assessing the performance of confidence intervals for high quantiles of Burr XII and Inverse Burr mixtures, Mean-performance of sharp restart I: statistical roadmap, Robust estimation of Pareto-type tail index through an exponential regression model, Maxima of stationary Gaussian processes, Accurately approximating extreme value statistics, Improved inference for the generalized Pareto distribution under linear, power and exponential normalization, Tangent fields, intrinsic stationarity, and self similarity, A class of asymptotically unbiased semi-parametric estimators of the tail index., On the statistical properties and tail risk of violent conflicts, Convergence criteria for maxima with regularly varying normalizing constants, The logarithmic average of sample extremes is asymptotically normal., On maximum likelihood estimation of the extreme value index., Small-sample one-sided testing in extreme value regression models, A new partially reduced-bias mean-of-order \(p\) class of extreme value index estimators, A test procedure for distinguishing logarithmically decaying tail from polynomially decaying tail, Compound Poisson approximation, Applying of the extreme value theory for determining extreme claims in the automobile insurance sector: case of a China car insurance, On stability of intermediate order statistics, The sample mid-range and symmetrized extremal laws, Asymptotic distribution of maximal autoregressive process with weight tending to 1, Weibull renewal processes, On the domain of attraction of \(\exp (-\exp (-x))\), Non-regular frameworks and the mean-of-order \(p\) Extreme value index estimation, Level hitting probabilities and extremal indexes for some particular dynamical systems, Asymptotic behaviour of reliability functions, Higher tax for top earners, Visual contrast detection by a single channel versus probability summation among channels, A problem on stability of order statistics, Encoded value-at-risk: a machine learning approach for portfolio risk measurement, LAN of extreme order statistics, Regression and asymptotical location of a multivariate sample, On domains of attraction of multivariate extreme value distributions under absolute continuity, Extremal point processes and intermediate quantile functions, Asymptotic behavior of samples from general multivariate distributions, A note on generalized Pareto distributions and the k upper extremes, A general class of estimators of the extreme value index, Asymptotic expansions for sums of nonidentically distributed Bernoulli random variables, Parameter and quantile estimation for the generalized Pareto distribution in peaks over threshold framework, A note on domains of attraction of \(p\)-max stable laws, Convergence of extreme value statistics in a two-layer quasi-geostrophic atmospheric model, Extreme value theory of generalized order statistics, Convergence rate for density of maximum of independent random variables, On the continuation of the limit distributions of the extreme and central terms of a sample, Bootstrap confidence intervals for tail indices., The generalized extreme value distribution, Maxima with random indexes, Weighted moment estimators for the second order scale parameter, First passage time and extremum properties of Markov and independent processes, Estimation of the third-order parameter in extreme value statistics, Generating the maximum of independent identically distributed random variables, Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data, On the maxima of partial samples of random sequences with a pseudo-stationary trend, On appropriate procedures for combining probability distributions within the same family, From concentration profiles to concentration maps. New tools for the study of loss distributions, How to reduce the average complexity of convex hull finding algorithms, Lower bound in regression for functional data by representation of small ball probabilities, Maximum and minimum of one-dimensional diffusions, Local polynomial maximum likelihood estimation for Pareto-type distributions., One technique of nonlinear normalization of random variables, Asymptotic behavior of the extreme values of random variables. Discrete case, Comprehensive evaluation of regional flood frequency analysis by L- and LH-moments. II: Development of LH-moments parameters for the generalized Pareto and generalized logistic distributions, Tail dimension reduction for extreme quantile estimation, Emil J. Gumbel's last course on the ``Statistical theory of extreme values: a conversation with Tuncel M. Yegulalp, Stability theorems for large order statistics with varying ranks, Introduction to extreme value theory: applications to risk analysis and management, Tail index estimation in small samples. Simulation results for independent and ARCH-type financial return models, Maxima of entries of Haar distributed matrices, Multilevel clustering of extremes., Limit distributions for the maxima of stationary Gaussian processes, Weak convergence inapplied probability, Reliability design of multibody systems using sample-based extreme value theory, Towards a general theory of extremes for observables of chaotic dynamical systems, Competing growth processes with random growth rates and random birth times, On the rate of concentration of maxima in Gaussian arrays, Assessing the risk of disruption of wind turbine operations in Saudi Arabia using Bayesian spatial extremes, Asymptotic behaviour of maxima with periodic disturbances, Asymptotic behavior of the maximum of multivariate order statistics in a norm sense, Is human life limited or unlimited? (A discussion of the paper by Holger Rootzén and Dmitrii Zholud), Discussion on ``Human life is unlimited but short by Holger Rootzén and Dmitrii Zholud, Tail dependence and heavy tailedness in extreme risks, The coupling method in extreme value theory, Clustering of subsample means based on pairwise L1 regularized empirical likelihood, Stationary self-similar extremal processes, max-infinitely divisible and max-stable sample continuous processes, Mixed Poisson distributions tail equivalent to their mixing distributions, On polynomial estimators of frontiers and boundaries, On the extreme values of \(M/M/m\) queueing systems, Regular stability of large order statistics, Approximation of intermediate quantile processes, On continuation of max-stable laws, A comparative tour through the simulation algorithms for max-stable processes, Extremes and regular variation, The distribution of the maximum number of common neighbors in the random graph, Asymptotic behavior for iterated functions of random variables, On excursion sets, tube formulas and maxima of random fields., Domains of attraction of asymptotic reliability functions of some homogeneous series-parallel systems, The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series, Equivalence classes of regularly varying functions, Continuation theorems of the extremes under power normalization, On limit reliability functions of large multi-state systems with ageing components, Domains of attraction of asymptotic reliability functions, Extreme value statistics and traveling fronts: Various applications, Optimal asymptotic estimation of small exceedance probabilities, Extreme values of particular non-linear processes, The Edgeworth expansion for distributions of extreme values, A note on random permutations and extreme value distributions, Approximate moments of extremes, Penultimate versus ultimate in statistical theory of extremes. A simulation study, Cutoff phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes, Rates of uniform convergence of extreme order statistics, On asymmetric generalization of the Weibull distribution by scale-location mixing of normal laws, Diversification limit of quantiles under dependence uncertainty, Extremes of independent stochastic processes: a point process approach, Extreme values of exponentially autocorrelated sequences, Spectral gap properties for linear random walks and Pareto's asymptotics for affine stochastic recursions, On the tail behaviour of quantile processes, Bivariate CDF iterations and asymptotic independence, The flood probability distribution tail: How heavy is it?, Some limit theorems for an energy storage model, The impact of competition on prices with numerous firms, Computer experiments for the analysis of extreme-value phenomena, An application of extreme value theory for measuring financial risk, On using extreme values to detect global stability thresholds in multi-stable systems: the case of transitional plane Couette flow, Extreme residuals in regression model. Minimax approach, Regular variation and probability: The early years, Product representations for random variables with Weibull distributions and their applications, Justifying the Gompertz curve of mortality via the generalized Polya process of shocks, On asymptotic distribution of maxima of complete and incomplete samples from stationary sequences, A default Bayesian procedure for the generalized Pareto distribution, Mean-of-order \(p\) reduced-bias extreme value index estimation under a third-order framework, Approximation of the distribution of excesses through a generalized probability-weighted moments method, Asymptotic distribution of normalized maximum under finite mixture models, Large deviations for solutions to stochastic recurrence equations under Kesten's condition, Optimal stopping for extremal processes, A moment estimator for the conditional extreme-value index, A multivariate Gnedenko law of large numbers, Semi-parametric tail inference through probability-weighted moments, POT-based estimation of the renewal function of interoccurrence times of heavy-tailed risks, The maximum \(L_q\)-likelihood method: an application to extreme quantile estimation in finance, Semi-parametric second-order reduced-bias high quantile estimation, The generalized FGM distribution and its application to stereology of extremes., The spectral edge of some random band matrices, New results for tails of probability distributions according to their asymptotic decay, The limit distribution of the maximum increment of a random walk with regularly varying jump size distribution, Asymptotically unbiased estimation of the second order tail parameter, Estimating the conditional extreme-value index under random right-censoring, Universal behaviour of extreme value statistics for selected observables of dynamical systems, A weak law of large numbers for maxima, On the characteristic functions for extreme value distributions, Statistical inferences for generalized Pareto distribution based on interior penalty function algorithm and bootstrap methods and applications in analyzing stock data, Estimation of extreme quantiles from heavy and light tailed distributions, The tail probability of the product of dependent random variables from max-domains of attraction, The outlier behaviour of probability distributions, Dispersion models for extremes, Asymptotics for risk capital allocations based on conditional tail expectation, Paretian Poisson processes, Limit relations for records with confirmation, Numerical convergence of the block-maxima approach to the generalized extreme value distribution, On almost sure max-limit theorems of complete and incomplete samples from stationary sequences, Modified maximum spacings method for generalized extreme value distribution and applications in real data analysis, Regression discontinuity designs with unknown discontinuity points: testing and estimation, A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes, On the max-domain of attraction of distributions with log-concave densities, Weak convergence of multivariate partial maxima processes, Maxima of Dirichlet and triangular arrays of gamma variables, A conditional extreme value volatility estimator based on high-frequency returns, Random walk or chaos: a formal test on the Lyapunov exponent, A bootstrap goodness of fit test for the generalized Pareto distribution, Approximate and generalized pivotal quantities for deriving confidence intervals for the offset between two clocks, Extremal properties for weakly correlated random variables arising in speckle patterns, Random convex hulls and extreme value statistics, Extending statistics of extremes to distributions varying in position and scale and the implications for race models, Statistical downscaling of extreme precipitation events using extreme value theory, Kernel estimators for the second order parameter in extreme value statistics, Limit theorems for intermediate and central order statistics under nonlinear normalization, Multivariate extreme models based on underlying skew-\(t\) and skew-normal distributions, Extreme value limit laws in the nonidentically distributed case, Fitting phase-type scale mixtures to heavy-tailed data and distributions, Extreme behavior of bivariate elliptical distributions, On the asymptotic behavior of the intermediate order statistics with random size of a sample, A simple generalisation of the Hill estimator, Existence and consistency of the maximum likelihood estimator for the extreme value index, Statistics of extremes under random censoring, A connection between extreme value theory and long time approximation of SDEs, Statistics of extremes for IID data and breakthroughs in the estimation of the extreme value index: Laurens de Haan leading contributions, A two-step estimator of the extreme value index, Tail index estimation for heavy tails; accommodation of bias in the excesses over a high threshold, A note on the asymptotic variance at optimal levels of a bias-corrected Hill estimator, Detecting influential data points for the Hill estimator in Pareto-type distributions, A new estimation method for Weibull-type tails based on the mean excess function, The extremes of a random scenery as seen by a random walk in a random environment, Complete stability of large order statistics, Convergence of distributions of extremal independent random variables, On the domain of attraction of an operator between supremum and sum, Estimating the parameters of rare events, Analysis of extreme values of natural processes: Statistical description of the maximum, Multivariate semi-Weibull distributions, On the strength of classical fibres and fibre bundles, Estimation of extreme conditional quantiles under a general tail-first-order condition, Estimation of Pickands dependence function of bivariate extremes under mixing conditions, Extreme values of autocorrelated sequences, Asymptotic linear prediction of extreme order statistics, Strong law and central limit theorem for a process between maxima and sums, Two theorems on the sequence of maxima of independent random variables, More exact estimates of the convergence rate in the central limit theorem for a scheme of minimization of random variables, Iterative estimation of the extreme value index, A general estimator for the right endpoint with an application to supercentenarian women's records, Weak convergence of sequences from fractional parts of random variables and applications, Convergence to bivariate limiting extreme value distributions, Free point processes and free extreme values, Extreme behavior of multivariate phase-type distributions, On the limit distribution of the extremes of a random number of independent random variables, Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes, RIGHT TAIL ASYMPTOTIC EXPANSION OF TRACY–WIDOM BETA LAWS, Testing for the shape parameter of generalized extreme value distribution based on the \(L_q\)-likelihood ratio statistic, The asymptotic stability of the maximum of independent random elements in function Banach lattices, Limit theorems for the maximal residuals in linear and nonlinear regression models, Limit theorems for extremal residuals in a regression model with heavy tails of observation errors, On the convergence of classes of distributions, On some limit theorems of probability distributions, On the order of functions at infinity, Condensation and extremes for a fluctuating number of independent random variables, Improved inference on risk measures for univariate extremes, Divergence based robust estimation of the tail index through an exponential regression model, Optimal revenue guarantees for pricing in large markets, On estimation of the scale and location parameters of distribution tails, Extreme value statistics of correlated random variables: a pedagogical review, Extremes for a general contagion risk measure, The maximum domain of attraction of multivariate extreme value distributions is small, An optimal threshod selection approach for the value at risk of the extreme events, On the Haezendonck-Goovaerts risk measure for extreme risks, Remark on rates of convergence to extreme value distributions via the Stein equations, General regular variation of \(n\)\,th order and the 2nd order Edgeworth expansion of the extreme value distribution. II, Fundamental limits of exact support recovery in high dimensions, Delay and information aggregation in stopping games with private information, Invited article by M. Gidea: Extreme events and emergency scales, Extreme value theory for long-range-dependent stable random fields, Max-convolution semigroups and extreme values in limit theorems for the free multiplicative convolution, Semi-parametric probability-weighted moments estimation revisited, Approximations of the tail probability of the product of dependent extremal random variables and applications, Limit distributions of the number of loops in a random configuration graph, Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality, Estimating an endpoint with high order moments in the Weibull domain of attraction, Convergence of extreme values of Poisson point processes at small times, Extremal indices, geometric ergodicity of Markov chains and MCMC, Limit laws for multidimensional extremes, A note on the analytic approximation of exceedance probabilities in heterogeneous populations, On the Rate of Convergence of STSD Extremes, Bootstrapping extremes of random variables under power normalization, Limiting distribution of the maximal distance between random points on a circle: a moments approach, On estimation of the exponent of regular variation using a sample with missing observations, Asymptotic distribution of a Pickands-type estimator of the extreme-value index, Variability of the MAX and MIN statistic: a theory of the quantile spread as a function of sample size, Condition for convergence of maxima of random triangular arrays, Stability of maxima of random variables with multidimensional indices, Existence of multivariate max-universal laws, Partial sum process for records, The contribution of the maximum to the sum of excesses for testing max-domains of attraction, Penultimate limiting forms in extreme value theory, The extent of the maximum likelihood estimator for the extreme value index, Goodness-of-fit testing for Weibull-type behavior, On spatial extremes: with application to a rainfall problem, Conditions based on conditional moments for max-stable limit laws, New exploratory tools for extremal dependence: \(\chi \) networks and annual extremal networks, Optimal XL-insurance under Wasserstein-type ambiguity, Simple models for multivariate regular variation and the Hüsler-Reiß Pareto distribution, Extreme value theory for singular measures, Large deviations of the maximum of independent and identically distributed random variables, Partially smooth tail-index estimation for small samples, Extreme-value-theoretic estimation of local intrinsic dimensionality, Extremes for transient random walks in random sceneries under weak independence conditions, Extreme value analysis of the Haezendonck-Goovaerts risk measure with a general Young function, The Hill estimators under power normalization, A location-invariant probability weighted moment estimation of the Extreme Value Index, Extremes on the discounted aggregate claims in a time dependent risk model, OPTIMAL SEMIPARAMETRIC INFERENCE FOR THE TAIL INDEX BASED ON RATIOS OF THE LARGEST EXTREMES, Domains of attraction of asymptotic distributions of extreme generalized order statistics, Logical and test consistency in pairwise multiple comparisons, Statistical Length Scale in Weibull Strength Theory and Its Interaction with Other Scaling Lengths in Quasibrittle Failure, On the domain of attraction of \(e^{-e^{-x}}\), Inferences on parametric estimation of distribution tails, Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case, On discrimination between classes of distribution tails, The estimations under power normalization for the tail index, with comparison, Gumbel regression models for a monotone increasing continuous biomarker subject to measurement error, Estimation of a scale second-order parameter related to the PORT methodology, Scaling of High-Quantile Estimators, Limit laws for record values, Pseudo-convex mixtures generated by shape-extended stable distributions for extremes, A Fréchet law and an Erdős–Philipp law for maximal cuspidal windings, A limit theorem for random coverings of a circle, MULTIFRACTALS, GENERALIZED SCALE INVARIANCE AND COMPLEXITY IN GEOPHYSICS, Some examples and results in the theory of mixing and random-sum central limit theorems, Extremal theory for long range dependent infinitely divisible processes, Asymptotic normality of the extreme quantile estimator based on the POT method, On the distribution of the trajectory maximum of a random walk with switchings, Toward a Copula Theory for Multivariate Regular Variation, A goodness-of-fit statistic for Pareto-type behaviour, Penultimate approximations in statistics of extremes and reliability of large coherent systems, Precedence probabilities and their applications, Spacings around an order statistic, Limiting distributions of extreme order statistics under power normalization and random index, Extreme Value Analysis for Progressively Type-II Censored Order Statistics, Catastrophe risk bonds with applications to earthquakes, Estimation of tail-related value-at-risk measures: range-based extreme value approach, Predictability of threshold exceedances in dynamical systems, The Generalized Marshall–Olkin Type Multivariate Pareto Distributions, Investigating precipitation extremes in South Carolina with focus on the state's October 2015 precipitation event, Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application, ESTIMATION QUANTILES OF THE GUMBEL DISTRIBUTION BASED ON THE HELLINGER DISTANCE: APPLICATION OF DATA FROM L’ARDIÈRES STATION OF BEAUJEU (RHÔNE DEPARTMENT), Stochastic Volatility Models Predictive Relevance for Equity Markets, Analytical results for the distribution of cover times of random walks on random regular graphs, Maxima of log-correlated fields: some recent developments*, Statistics of the maximum and the convex hull of a Brownian motion in confined geometries, Limit distributions of generalized order statistics under power normalization, BAYESIAN ANALYSIS OF GUMBEL DISTRIBUTED DATA, Linking representations for multivariate extremes via a limit set, Analytical results for the distribution of first-passage times of random walks on random regular graphs, New Reduced-bias Estimators of a Positive Extreme Value Index, A Mean-of-Order-$$p$$ Class of Value-at-Risk Estimators, Maxima of linear processes with heavy‐tailed innovations and random coefficients, Expected shortfall estimation for apparently infinite-mean models of operational risk, Convergence of lower records and infinite divisibility, Modeling asset returns with alternative stable distributions*, Unnamed Item, Probabilistic Choice with an Infinite Set of Options: An Approach Based on Random Sup Measures, Box–Cox transformations and heavy-tailed distributions, On Accompanying Measures and Asymptotic Expansions in the B. V. Gnedenko Limit Theorem, Extremes,extreme spacings and outliers in the tukey and weibull families, Fighting the arch–enemy with mathematics‘, Permutation bootstrap and the block maxima method, Estimating a tail of the mixture of log-normal and inverse Gaussian distribution, Modeling catastrophic deaths using EVT with a microsimulation approach to reinsurance pricing, Corrected-Hill versus partially reduced-bias value-at-risk estimation, speed of covergence to the extreme value distributions on their probability ploting parers, A COMPARISON OF SOME UNIVARIATE MODELS FOR VALUE-AT-RISK AND EXPECTED SHORTFALL, Modelling extremal data, Estimating the Upper Support Point in Deconvolution, Influence diagnostics and model validation for the generalized extreme-value nonlinear regression model, Order Statistics from Discrete Distributions, Hiring Secretaries over Time: The Benefit of Concurrent Employment, NONPARAMETRIC ESTIMATION OF CONDITIONAL VALUE-AT-RISK AND EXPECTED SHORTFALL BASED ON EXTREME VALUE THEORY, Generalized Gumbel distribution, GLOBAL FLUCTUATIONS IN PHYSICAL SYSTEMS: A SUBTLE INTERPLAY BETWEEN SUM AND EXTREME VALUE STATISTICS, Distribution of smallest log-normal and gamma extremes, Unnamed Item, Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies, Oscillations for order statistics of some discrete processes, On moderate deviations in Poisson approximation, Statistics of the longest interval in renewal processes, Large deviations of the shifted index number in the Gaussian ensemble, Critical percolation in the dynamics of the 2D ferromagnetic Ising model, Extreme value theory of evolving phenomena in complex dynamical systems: Firing cascades in a model of a neural network, Extreme value theory for triangular arrays of dependent random variables, The conditional maximum of Poisson random variables, Statistics of extremes in climatology, GENERALIZED EXTREME VALUE DISTRIBUTION PARAMETERS AS DYNAMICAL INDICATORS OF STABILITY, Bivariate extreme value distributions, Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index, On the growth rate of weighted averages of exponential random variables, Independent non-identical five-parameter gamma-Weibull variates and their sums, Bias reduction of a tail index estimator through an external estimation of the second-order parameter, On Tests for Distinguishing Distribution Tails, AN EXTREME VALUE THEORY APPROACH TO THE ALLOCATION OF MULTIPLE ASSETS, Sample extremes: an elementary introduction, Estimation in Nonparametric Regression with Non-Regular Errors, Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling, The maximum term of uniformly mixing stationary processes, On the relative stability of large order statistics, Asymptotic behaviour of the probability-weighted moments and penultimate approximation, Estimation of parameters for the truncated exponential distribution, Asymptotic Normality of Extreme Quantile Estimators Based on the Peaks-Over-Threshold Approach, A default Bayesian approach for regression on extremes, Limit theory for multivariate sample extremes, A class of dependent random variables and their maxima, Nuevos modelos de distribuciones de extremos basados en aproximaciones en las ramas, Concomitants and linear estimators in an i-dimensional extremal model, Effects of stochastic parametrization on extreme value statistics, Estimation of tail parameters under type i censoring, Asymptotic Behavior of Gaussian Samples in Fréchet Spaces, A Discrimination Test for Tails of Weibull-Type Distributions, Extreme fluctuations in noisy task-completion landscapes on scale-free networks, Extreme value theory and the St. Petersburg paradox in the failure statistics of wires, Local limit theorems for the maxima of discrete random variables, Minimax estimators of parameters of a regression model, Tail Index Estimation for Heavy-Tailed Models: Accommodation of Bias in Weighted Log-Excesses, A Sieve model for extreme values, Modeling Earthquake Risk via Extreme Value Theory and Pricing the Respective Catastrophe Bonds, The limiting behaviour of the last exit time for sequences of independent, identically distributed random variables, On optimising the estimation of high quantiles of a probability distribution, A limit theorem for extreme values of discrete random variables and its applications, Smooth tail-index estimation, A Markov renewal process imbedded in a Markov chain, On the Moments of the Modulus of Continuity of Itô Processes, Extreme value theory for continuous parameter stationary processes, Confidence intervals for the threshold parameter, Maximum Queue Length and Waiting Time Revisited: Multserver G/G/c Queue, The rate of convergence in distribution of the maxima, Unnamed Item, Samples with a limit shape, multivariate extremes, and risk, Bootstrap confidence intervals for the pareto index, A large deviation theory-based analysis of heat waves and cold spells in a simplified model of the general circulation of the atmosphere, Efficiency of convex combinations of pickands estimator of the extreme value index, On the locations of maxima and minima in a sequence of exchangeable random variables, A computational study of a quasi-PORT methodology for VaR based on second-order reduced-bias estimation, Unnamed Item