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Asymptotic Distributions of Extremes
1983This chapter is primarily concerned with the central result of classical extreme value theory—the Extremal Types Theorem—which specifies the possible forms for the limiting distribution of maxima in sequences of i.i.d. random variables. In the derivation, the possible limiting distributions are identified with a class having a certain stability ...
M. R. Leadbetter +2 more
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Asymptotic Distribution of Extremes.
1982Abstract : This final report summarizes the results obtained by the principal investigator on the asymptotic distribution of extremes during the years 1978-1981. These results discuss the role of the choice of the population distribution in a classical model for extremes (including characterizations) as well as the necessity for deviating from the ...
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Asymptotic Distributions and Statistical Independence
American Journal of Mathematics, 1939Hartman, Philip +2 more
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Asymptotic Distribution of Pyke’s Statistic
Theory of Probability & Its Applications, 1977openaire +2 more sources