ESTIMATION OF QUANTILES OF THE MAXIMUM OF N-OBSERVATIONS

被引:16
作者
JOE, H
机构
关键词
D O I
10.1093/biomet/74.2.347
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
摘要
引用
收藏
页码:347 / 354
页数:8
相关论文
共 18 条
[1]   CONVERGENCE-RATES FOR THE ULTIMATE AND PENTULTIMATE APPROXIMATIONS IN EXTREME-VALUE THEORY [J].
COHEN, JP .
ADVANCES IN APPLIED PROBABILITY, 1982, 14 (04) :833-854
[2]  
COHEN JP, 1984, STATISTICAL EXTREMES, P435
[3]   KERNEL ESTIMATES OF THE TAIL INDEX OF A DISTRIBUTION [J].
CSORGO, S ;
DEHEUVELS, P ;
MASON, D .
ANNALS OF STATISTICS, 1985, 13 (03) :1050-1077
[4]   TAIL ESTIMATES MOTIVATED BY EXTREME VALUE THEORY [J].
DAVIS, R ;
RESNICK, S .
ANNALS OF STATISTICS, 1984, 12 (04) :1467-1487
[5]  
Davison A., 1984, STAT EXTREMES APPL, P461, DOI DOI 10.1007/978-94-017-3069-3_
[6]  
Galambos J., 1987, ASYMPTOTIC THEORY EX, V2nd
[7]   ADAPTIVE ESTIMATES OF PARAMETERS OF REGULAR VARIATION [J].
HALL, P ;
WELSH, AH .
ANNALS OF STATISTICS, 1985, 13 (01) :331-341
[8]   SIMPLE GENERAL APPROACH TO INFERENCE ABOUT TAIL OF A DISTRIBUTION [J].
HILL, BM .
ANNALS OF STATISTICS, 1975, 3 (05) :1163-1174
[9]  
JENKINSON AF, 1969, 98 WORLD MET OFF TEC
[10]   MAXIMUM-LIKELIHOOD ESTIMATION OF THE GENERAL EXTREME-VALUE DISTRIBUTION PARAMETERS [J].
OTTEN, A ;
VANMONTFORT, MAJ .
JOURNAL OF HYDROLOGY, 1980, 47 (1-2) :187-192