Rarely observed sample maxima

Theory of Probability and its Applications

Volumn 45, Issue 4, 2000, Pages 658-662

  Canto E Castro, L ^b   De Haan, L ^a   Temido, M G ^b  

^a ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^b NONE

Author keywords

Domain of attraction; Geometric time points; Sample maxima

Indexed keywords

EID: 0141647780     PISSN: 0040585X     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0040585X97978658     Document Type: Article

References (4)

1. I. V. GRINEVICH, Domains of attraction of the max-semistable laws under linear and power normalizations, Theory Probab. Appl., 38 (1993), pp. 640-650.
2. V. M. KRUGLOV, On the extension of the class of stable distributions, Theory Probab. Appl., 17 (1972), pp. 685-694.
3. R. VON MISES, La distribution de la plus grande de n valeurs, Rev. Math. Union Interbalkan., 1 (1936), pp. 141-160; also in Selected Papers of Richard von Mises, Vol. II: Probability and Statistics, General, Ph. Frank et al., eds., AMS, Providence, RI, 1964, pp. 271-294.
4. R. VON MISES, La distribution de la plus grande de n valeurs, Rev. Math. Union Interbalkan., 1 (1936), pp. 141-160; also in Selected Papers of Richard von Mises, Vol. II: Probability and Statistics, General, Ph. Frank et al., eds., AMS, Providence, RI, 1964, pp. 271-294.