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2. A survey of results on extremes of independent non-identically distributed random variables

Published online by Cambridge University Press:  01 July 2016

I. Weissman*
Affiliation:
Technion, Haifa and University of California, Davis

Abstract

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Type
Invited Papers
Copyright
Copyright © Applied Probability Trust 1988 

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References

Anderson, C. W. (1978) Super-slowly varying functions in extreme value theory. J.R. Statist. Soc. B 40, 197202.Google Scholar
Anderson, C. W. (1984) Large deviations of extremes. In Statistical Extremes and Applications, ed. Tiago de Oliveira, J., Reidel, Dordrecht, 325340.Google Scholar
Davis, R. A. and Resnick, S. I. (1984) Tail estimate motivated by extreme value theory. Ann. Statist. 12, 14671487.Google Scholar
Smith, R. L. and Weissman, I. (1987) Large deviations of tail estimates based on the Pareto approximation. J. Appl. Prob. 24, 619630.Google Scholar