On the limiting distribution of extremes

Article

Novak, S. 1998. On the limiting distribution of extremes. Siberian Adv. Math.. 8 (2), pp. 70-95.
TypeArticle
TitleOn the limiting distribution of extremes
AuthorsNovak, S.
Abstract

We suggest necessary and sufficient conditions for the "complete convergence" of a two-dimensional empirical point process of exceedances to a compound Poisson process.

JournalSiberian Adv. Math.
Publication dates
Print03 Jan 1998
Publication process dates
Deposited12 Sep 2016
Accepted05 Jan 1997
Output statusPublished
Additional information

Siberian Adv. Math., v. 8, No 2, 70–95.

LanguageEnglish
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