Định lý giới hạn trung tâm cho tổng của các giá trị cực trị
Tóm tắt
Từ khóa
Tài liệu tham khảo
de Meyer, 1981, Limit theorems for Paretotype distributions
Hall, 1982, On some simple estimates of an exponent of regular variation, J. Roy. Statist. Soc., 44, 37
Haeusler, On the asymptotic normality of Hill's estimator for the exponent of regular variation, Ann. Statist.
[4] Csörgoő S. , and Mason D. M. . The asymptotic distribution of sums of extreme values from a regularly varying distribution. Ann. Probab. To appear.
Balkema, 1975, Limit Theorems of Probability, 11, 17
[5] Csörgoő S. , Deheuvels P. and Mason D. M. . Kernel estimates of the tail index of a distribution. Ann. Statist. To appear.
[3] Csörgoő M. , Csörgoő S. , Horváth L. and Mason D. M. . Weighted empirical and quantile processes. Ann. Probab. To appear.
Csörgoő, 1984, Limit Theorems in Probability and Statistics, 36, 305
de Haan, 1970, On regular variation and its application to the weak convergence of sample extremes, 32
[6] Csörgoő S. , Horváth L. and Mason D. M. . What portion of the sample makes a partial sum asymptotically stable or normal? Z. Warsch. verw. Gebiete. To appear.
