|
Extreme value theory : proceedings of a conference held in Oberwolfach, Dec. 6-12, 1987 / J. Hüsler, R.-D. Reiss (eds.).
— New York : Springer-Verlag, c1989. x, 279 p. : il. ; 25 cm. — (Lecture notes in statistics ; 51)
Incluye referencias bibliográficas e índices.
Contenido: 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.
ISBN 0387969543 (New York). — ISBN 3540969543 (Berlin)
|