The limit behaviour of the maximum of random variables with applications to outlier-resistance

DOI10.2307/3213625zbMath0552.62034OpenAlexW2319423261MaRDI QIDQ3345605

Rudolf Mathar

Publication date: 1984

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213625

zbMATH Keywords

order statisticsdegenerate limit lawsmaximally dependentoutlier-behavioursuccessive maxima of identically distributed random variablestail-behaviour

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 (1)

The outlier behaviour of distributions and the decay of power of optimal tests at decreasing level

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