On extreme-value theory in the presence of a trend-Reference-Cited by-同舟云学术

On extreme-value theory in the presence of a trend

Published:1987-03 Issue:1 Volume:24 Page:62-76
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

De Haan L.,Verkade E.

Abstract

Extreme-value theory is considered in the context of independent but not identically distributed random variables. The departure from the case of identical distributions comes from a trend added to i.i.d. observations. Unlike previous authors we consider trends that do not completely destroy the asymptotic behaviour from the i.i.d. case.

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference13 articles.

1. Local Limit Theorems for Sample Extremes

2. Sur La Distribution Limite Du Terme Maximum D'Une Serie Aleatoire

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