Smoothing of Samples for Maxima

Mittal, Yashaswini

Ann. Statist., Tome 9 (1981) no. 1, p. 66-77 / Harvested from Project Euclid

Résumé

Smoothing of the data by averaging is suggested in order to study the maximum. The maximum of the smoothed data is approximated by that of a Gaussian sample and thus is more robust against outliers.

Publié le : 1981-01-14
Classification: Maxima, smoothed samples, central limit theorem, large deviations, 60F05, 60F99, 60G15

@article{1176345333,
     author = {Mittal, Yashaswini},
     title = {Smoothing of Samples for Maxima},
     journal = {Ann. Statist.},
     volume = {9},
     number = {1},
     year = {1981},
     pages = { 66-77},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176345333}
}

Mittal, Yashaswini. Smoothing of Samples for Maxima. Ann. Statist., Tome 9 (1981) no. 1, pp.  66-77. http://gdmltest.u-ga.fr/item/1176345333/