Extreme Value Theory

Author:

Falk Michael,Hüsler Jürg,Reiss Rolf-Dieter

Publisher

Springer Basel

Reference74 articles.

1. Balkema, A.A., and Haan, L. de (1972). On R. von Mises’ condition for the domain of attraction of exp(− e − x ). Ann. Math. Statist. 43, 1352-1354.

2. Balkema, A.A., and Haan, L. de (1974). Residual life time at great age. Ann. Probab. 2, 792-804.

3. Beirlant, J., Goegebeur, Y., Segers, J., and Teugels, J. (2004). Statistics of Extremes. Theory and Applications. Wiley Series in Probability and Statistics, Wiley, Chichester.

4. Beirlant, J. and Teugels, J. L. T. (1989). Asymptotic normality of Hill’s estimator, In Extreme Value Theory Proceedings (Oberwolfach, 1987, Lecture Notes in Statistics), Vol.51, Springer, New York.

5. Bingham, N.H., Goldie, C.M., and Teugels, J.L. (1987). Regular Variation. Cambridge University Press, Cambridge.

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