Central limit theorems for sums of extreme values

DOI10.1017/S0305004100063751zbMath0581.60025MaRDI QIDQ3703020

Sándor Csörgö, David M. Mason

Publication date: 1985

Published in: Mathematical Proceedings of the Cambridge Philosophical Society (Search for Journal in Brave)

zbMATH Keywords

extreme valuesempirical and quantile processesregularly varying distributionweighted supremum norms

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99)

Related Items (40)

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Cites Work

• Unnamed Item
• Tail estimates motivated by extreme value theory
• Laws of large numbers for sums of extreme values
• A simple general approach to inference about the tail of a distribution

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