Limit theorems for extremes with random sample size-Reference-Cited by-同舟云学术

Limit theorems for extremes with random sample size

Published:1998-09 Issue:3 Volume:30 Page:777-806
ISSN:0001-8678
Container-title:Advances in Applied Probability
language:en
Short-container-title:Advances in Applied Probability

Author:

Silvestrov Dmitrii S.,Teugels Jozef L.

Abstract

This paper is devoted to the investigation of limit theorems for extremes with random sample size under general dependence-independence conditions for samples and random sample size indexes. Limit theorems of weak convergence type are obtained as well as functional limit theorems for extremal processes with random sample size indexes.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics,Statistics and Probability

Reference32 articles.

1. Some Useful Functions for Functional Limit Theorems

2. On Limiting Distributions of a Random Number of Dependent Random Variables

3. Weak convergence of stochastic processes defined on semi-infinite time intervals

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