✦ LIBER ✦

Penultimate Approximations in Extreme Value Theory

✍ Scribed by Edgar Kaufmann

Book ID: 110284166
Publisher: Springer
Year: 2000
Tongue: English
Weight: 111 KB
Volume: 3
Category: Article
ISSN: 1386-1999
DOI: 10.1023/a:1009971120468

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Approximation by Penultimate Extreme Val

Approximation by Penultimate Extreme Value Distributions

✍ M.Ivette Gomes; LaurensDe Haan 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 100 KB

Penultimate limiting forms in extreme va

Penultimate limiting forms in extreme value theory

✍ M. Ivette Gomes 📂 Article 📅 1984 🏛 Springer Japan 🌐 English ⚖ 827 KB

Approximations for Bivariate Extreme Val

Approximations for Bivariate Extreme Values

✍ S. Nadarajah 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 117 KB

Almost Sure Convergence in Extreme Value

Almost Sure Convergence in Extreme Value Theory

✍ Shihong Cheng; Liang Peng; Yongcheng Qi 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 263 KB

## Abstract Let __X__~1~, …, __X__~n~ be independent random variables with common distribution function __F.__ Define equation image and let __G__(__x__) be one of the extreme‐value distributions. Assume __F__ ∈ __D__(__G__), i.e., there exist __a__~n~> 0 and __b~n~__ ∈ ℝ such that equation imag

EXTREME VALUE THEORY IN FINANCE: A SURVE

EXTREME VALUE THEORY IN FINANCE: A SURVEY

✍ Marco Rocco 📂 Article 📅 2013 🏛 John Wiley and Sons 🌐 English ⚖ 589 KB

On Optimization and Extreme Value Theory

✍ Jürg Hüsler; Pedro Cruz; Andreia Hall; Carlos M. Fonseca 📂 Article 📅 2003 🏛 Springer US 🌐 English ⚖ 234 KB