The logarithmic average of sample extremes is asymptotically normal

Stochastic Processes and their Applications

Volumn 91, Issue 1, 2001, Pages 77-98

  Berkes, István ^a   Horváth, Lajos ^b  

^a ALFRÉD RÉNYI INSTITUTE OF MATHEMATICS   (Hungary)

^b UNIVERSITY OF UTAH   (United States)

Author keywords

Domain of attraction; Extreme value; Laws of the iterated logarithm; Primary 60F17; Secondary 60F05; Strong approximation; Wiener process

Indexed keywords

EID: 18044402088     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(00)00056-9     Document Type: Article

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