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On extreme-value theory in the presence of a trend

Published online by Cambridge University Press:  14 July 2016

L. De Haan*
Affiliation:
Erasmus University Rotterdam
E. Verkade*
Affiliation:
Erasmus University Rotterdam
*
Postal address: Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam, Postbus 1738, 3000 DR Rotterdam, The Netherlands.
Postal address: Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam, Postbus 1738, 3000 DR Rotterdam, The Netherlands.

Abstract

Extreme-value theory is considered in the context of independent but not identically distributed random variables. The departure from the case of identical distributions comes from a trend added to i.i.d. observations. Unlike previous authors we consider trends that do not completely destroy the asymptotic behaviour from the i.i.d. case.

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 1987 

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