The asymptotic theory of extreme order statistics

書誌事項

The asymptotic theory of extreme order statistics

János Galambos

(Wiley series in probability and mathematical statistics)

Wiley, c1978

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注記

Bibliography: p. 331-348

Includes index

内容説明・目次

内容説明

Discusses the stochastic regularity in extreme behavior, presenting the asymptotic theory of extremes as the number of components making up the extremes increases indefinitely. Determines all limiting distributions under different sets of conditions and fully covering the multivariate extreme value theory. Offers for the first time in book form discussions of multivariate extreme value distributions (with full details), extreme value theory for dependent samples, and the almost sure behavior of extremes, extremes for random sample sizes, records and record times, and inequalities of estimates in the univariate case. Mathematically rigorous yet easily accessible, it is equally suitable for textbook adoption or as a major reference source.

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