Extreme value theory : proceedings of a conference held in Oberwolfach, Dec. 6-12, 1987
J. Hüsler, R.-D. Reiss (eds.).
New York : Springer-Verlag, ©1989.
x, 279 págs. : ilustraciones ; 25 cm.
Serie: Lecture notes in statistics ; 51
ISBN: 0387969543 (New York), 3540969543 (Berlin)
Incluye referencias bibliográficas e índices.
Reseña: MathSciNet, 89j:60002
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.