The Rate of Growth of Sample Maxima
de Haan, Laurens ; Hordijk, Arie
Ann. Math. Statist., Tome 43 (1972) no. 6, p. 1185-1196 / Harvested from Project Euclid
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The sequence of partial maxima for i.i.d. random variables is considered. Two theorems concerning the sample behaviour of the maxima are proved. Also a large deviations result is given, connected with weak convergence to the double exponential distribution.
Publié le : 1972-08-14
Classification:  
@article{1177692470,
     author = {de Haan, Laurens and Hordijk, Arie},
     title = {The Rate of Growth of Sample Maxima},
     journal = {Ann. Math. Statist.},
     volume = {43},
     number = {6},
     year = {1972},
     pages = { 1185-1196},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177692470}
}

de Haan, Laurens; Hordijk, Arie. The Rate of Growth of Sample Maxima. Ann. Math. Statist., Tome 43 (1972) no. 6, pp.  1185-1196. http://gdmltest.u-ga.fr/item/1177692470/