Extreme Value Theory: Proceedings of a Conference held in Oberwolfach, Dec. 6–12, 1987: Lecture Notes in Statistics, cartea 51
Editat de Jürg Hüsler, Rolf-Dieter Reissen Limba Engleză Paperback – 21 feb 1989
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Specificații
ISBN-13: 9780387969541
ISBN-10: 0387969543
Pagini: 279
Ilustrații: X, 279 p.
Dimensiuni: 170 x 244 x 15 mm
Greutate: 0.47 kg
Ediția:Softcover reprint of the original 1st ed. 1989
Editura: Springer
Colecția Springer
Seria Lecture Notes in Statistics
Locul publicării:New York, NY, United States
ISBN-10: 0387969543
Pagini: 279
Ilustrații: X, 279 p.
Dimensiuni: 170 x 244 x 15 mm
Greutate: 0.47 kg
Ediția:Softcover reprint of the original 1st ed. 1989
Editura: Springer
Colecția Springer
Seria Lecture Notes in Statistics
Locul publicării:New York, NY, United States
Public țintă
ResearchCuprins
I. Univariate Extremes: Probability Theory.- 1. Limit Laws and Expansions.- Best attainable rate of joint convergence of extremes.- Recent results on asymptotic expansions in extreme value theory.- 2. Strong Laws.- Strong laws for the k-th order statistic when k ? c • log2n (II).- Extreme values with heavy tails.- 3. Records.- A survey on strong approximation techniques in connection with records.- Self-similar random measures, their carrying dimension, and application to records.- 4. Exceedances.- On exceedance point processes for stationary sequences under mild oscillation restrictions.- A central limit theorem for extreme sojourn time of stationary Gaussian processes.- On the distribution of random waves and cycles.- 5. Characterizations.- Characterizations of the exponential distribution by failure rate- and moment properties of order statistics.- A characterization of the uniform distribution via maximum likelihood estimation of its location parameter.- II. Univariate Extremes: Statistics.- 1. Estimation.- Simple estimators of the endpoint of a distribution.- Asymptotic normality of Hill’s estimator.- Extended extreme value models and adaptive estimation of the tail index.- Asymptotic results for an extreme value estimator of the autocorrelation coefficient for a first order autoregressive sequence.- 2. Test Procedures.- The selection of the domain of attraction of an extreme value distribution from a set of data.- Comparison of extremal models through statistical choice in multidimensional backgrounds.- 3. Sufficiency of Extremes in Parametric Models.- The role of extreme order statistics for exponential families.- III. Multivariate Extremes.- Multivariate records and shape.- Limit distributions of multivariate extreme values in nonstationary sequences ofrandom vectors.- Statistical decision for bivariate extremes.- Multivariate negative exponential and extreme value distributions.- Author Index.