A simple approach to classical extreme value theory

Exploring Stochastic Laws: Festschrift in Honour of the 70th Birthday of Academician Vladimir Semenovich Korolyuk

Volumn , Issue , 2020, Pages 457-468

  Teugels, Jozef L ^a   Beirlant, Jan ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

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EID: 84981704331     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1515/9783112318768-043     Document Type: Chapter

References (12)

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2. Beirlant, J. and Teugels, J.L. (1989). Asymptotic normality of Hill’s estimator. In: Extreme Value Theory, J. Hiisler and R.D. Reiss (Eds). Lecture Notes in Statistics, 51, 148-155.
3. Bingham, N.H., Goldie, C.M. and Teugels, J.L. (1987). Regular Variation. Cambridge University Press.
4. De Haan, L. (1970). On Regular Variation and its Applications to the Weak Convergence of Sample Extremes. Math. Center Tract 32, Amsterdam.
5. Fisher, R.A. and Tippett, L.H.C. (1928). Limiting form of the frequency distribution of the largest or the smallest member of a sample. Proc. Cambridge Philosophic. Soc. 24, 180-190.
6. Galambos, J. (1978). The Asymptotic Theory of Extreme Order Statistics. J.Wiley and Sons, New York.
7. Gnedenko, B.V. (1943). Sur la distribution limite du terme maximum d’une série aléatoire. Ann. Math. 44, 423-453.
8. Gradhsteyn, I.S. and Ryzhik, I.M. (1980). Table of Integrals, Series and Products. Academic Press, Orlando.
9. Gumbel, E.J. (1958). Statistics of Extremes. Columbia University Press, New York.
10. Leadbetter, M.R., Lindgren, G. and Rootzén, H. (1982). Extremal and Related Properties of Stationary Processes. Springer-Verlag, New York.
11. Pfeiffer, D. (1989). Einführung in die Extremwertstatistik. B.G. Teubner, Stuttgart.
12. Resnick, S.I. (1987). Extreme Values, Regular Variation and Point Processes. Springer-Verlag, New York.