On the limiting distribution of extremes
Article
Novak, S. 1998. On the limiting distribution of extremes. Siberian Adv. Math.. 8 (2), pp. 70-95.
Type | Article |
---|---|
Title | On the limiting distribution of extremes |
Authors | Novak, 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. |
Journal | Siberian Adv. Math. |
Publication dates | |
03 Jan 1998 | |
Publication process dates | |
Deposited | 12 Sep 2016 |
Accepted | 05 Jan 1997 |
Output status | Published |
Additional information | Siberian Adv. Math., v. 8, No 2, 70–95. |
Language | English |
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