Extreme value theory : proceedings of a conference held in Oberwolfach, Dec. 6-12, 1987 / J. Hüsler, R.-D. Reiss (eds.).
Series Lecture notes in statistics (Springer-Verlag): v. 51.Editor: New York : Springer-Verlag, c1989Descripción: x, 279 p. : il. ; 25 cmISBN: 0387969543 (New York); 3540969543 (Berlin)Tema(s): Extreme value theory -- CongressesOtra clasificación: 60-06 (62-06) | 60G70 (62G32)Michael Falk, Best attainable rate of joint convergence of extremesTrevor J. Sweeting, Recent results on asymptotic expansions in extreme value theoryPaul Deheuvels, Strong laws for the kth order statistic when k<=clog2n. IIP. Révész, Extreme values with very heavy tailsD. Pfeifer and Y. S. Zhang, A survey on strong approximation techniques in connection with recordsU. Zähle, Self-similar random measures, their carrying dimension, and application to recordsM. R. Leadbetter and S. Nandagopalan, On exceedance point processes for stationary sequences under mild oscillation restrictionsSimeon M. Berman, A central limit theorem for extreme sojourn times of stationary Gaussian processesIgor Rychlik, On the distribution of random waves and cyclesL. Gajek and U. Gather, Characterizations of the exponential distribution by failure rate and moment properties of order statisticsZ. Buczolich and G. J. Székely, A characterization of the uniform distribution via maximum likelihood estimation of its location parameterSándor Csörgo and David M. Mason, Simple estimators of the endpoint of a distributionJan Beirlant and Jozef L. Teugels, Asymptotic normality of Hill's estimatorR.-D. Reiss, Extended extreme value models and adaptive estimation of the tail indexW. P. McCormick and G. Mathew, Asymptotic results for an extreme value estimator of the autocorrelation coefficient for a first order autoregressive sequenceE. Castillo, J. Galambos and J. M. Sarabia, The selection of the domain of attraction of an extreme value distribution from a set of dataM. Ivette Gomes, Comparison of extremal models through statistical choice in multidimensional backgroundsArnold Janssen, The role of extreme order statistics for exponential familiesK. Kinoshita and S. I. Resnick, Multivariate records and shapeJ. Hüsler, Limit distributions of multivariate extreme values in nonstationary sequences of random vectorsJ. Tiago de Oliveira, Statistical decision for bivariate extremesJames Pickands III, Multivariate negative exponential and extreme value distributions.
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Incluye referencias bibliográficas e índices.
Michael Falk, Best attainable rate of joint convergence of extremes -- Trevor J. Sweeting, Recent results on asymptotic expansions in extreme value theory -- Paul Deheuvels, Strong laws for the kth order statistic when k<=clog2n. II -- P. Révész, Extreme values with very heavy tails -- D. Pfeifer and Y. S. Zhang, A survey on strong approximation techniques in connection with records -- U. Zähle, Self-similar random measures, their carrying dimension, and application to records -- M. R. Leadbetter and S. Nandagopalan, On exceedance point processes for stationary sequences under mild oscillation restrictions -- Simeon M. Berman, A central limit theorem for extreme sojourn times of stationary Gaussian processes -- Igor Rychlik, On the distribution of random waves and cycles -- L. Gajek and U. Gather, Characterizations of the exponential distribution by failure rate and moment properties of order statistics -- Z. Buczolich and G. J. Székely, A characterization of the uniform distribution via maximum likelihood estimation of its location parameter -- Sándor Csörgo and David M. Mason, Simple estimators of the endpoint of a distribution -- Jan Beirlant and Jozef L. Teugels, Asymptotic normality of Hill's estimator -- R.-D. Reiss, Extended extreme value models and adaptive estimation of the tail index -- W. P. McCormick and G. Mathew, Asymptotic results for an extreme value estimator of the autocorrelation coefficient for a first order autoregressive sequence -- E. Castillo, J. Galambos and J. M. Sarabia, The selection of the domain of attraction of an extreme value distribution from a set of data -- M. Ivette Gomes, Comparison of extremal models through statistical choice in multidimensional backgrounds -- Arnold Janssen, The role of extreme order statistics for exponential families -- K. Kinoshita and S. I. Resnick, Multivariate records and shape -- J. Hüsler, Limit distributions of multivariate extreme values in nonstationary sequences of random vectors -- J. Tiago de Oliveira, Statistical decision for bivariate extremes -- James Pickands III, Multivariate negative exponential and extreme value distributions.
MR, 89j:60002
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