Estimating probabilities for normal extremes

DOI10.2307/1426608zbMath0425.60019OpenAlexW2000326360MaRDI QIDQ3860557

Hall, Peter

Publication date: 1980

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

Full work available at URL: https://doi.org/10.2307/1426608

zbMATH Keywords

rate of convergencenormal distributionestimateextreme value distributionextreme valuenon-uniform estimate

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05)

Related Items (10)

Rates of convergence of powered order statistics from general error distribution ⋮ Higher-order expansions of powered extremes of normal samples ⋮ Approxmating the distribution of the maximum of a dependent stationary sequence based on estimatimates from a genrating function ⋮ Complete asymptotic expansions for normal extremes ⋮ Time-varying multivariate causal processes ⋮ A general approach to generate random variates for multivariate copulae ⋮ Moment convergence of powered normal extremes ⋮ Penultimate limiting forms in extreme value theory ⋮ Asymptotic behavior of bivariate Gaussian powered extremes ⋮ Asymptotic expansions of powered skew-normal extremes

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