Sample Sequences of Maxima
III, James Pickands
Ann. Math. Statist., Tome 38 (1967) no. 6, p. 1570-1574 / Harvested from Project Euclid
Let $X_1, X_2, \cdots, X_n, \cdots$ be a sequence of independent, identically distributed random variables with common distribution function $F$. Let $Z_n = \max \{X_1, X_2, \cdots X_n\}$. Conditions for the stability and relative stability of such sequences with the various modes of convergence have been given by Geffroy [3], and Barndorff-Nielsen [1]. The principal result of this paper is Theorem 2.1, which is an analogue for maxima of the law of the iterated logarithm for sums (Loeve [6] pages 260-1). In Section 3, it is indicated that the theorem is satisfied by a wide class of distributions, and specific forms are given for the normal and exponential distributions.
Publié le : 1967-10-14
Classification: 
@article{1177698711,
     author = {III, James Pickands},
     title = {Sample Sequences of Maxima},
     journal = {Ann. Math. Statist.},
     volume = {38},
     number = {6},
     year = {1967},
     pages = { 1570-1574},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177698711}
}
III, James Pickands. Sample Sequences of Maxima. Ann. Math. Statist., Tome 38 (1967) no. 6, pp.  1570-1574. http://gdmltest.u-ga.fr/item/1177698711/