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Sur La Distribution Limite Du Terme Maximum D'Une Serie Aleatoire
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This article is published in Annals of Mathematics.The article was published on 1943-07-01. It has received 2037 citations till now.read more
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On the Rate of Convergence of STSD Extremes
TL;DR: In this paper, the authors showed the convergence rate of (M n ǫ − b n )/a n to the extreme value distribution, which is characterized by the supremum metric.
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Detecting influential data points for the Hill estimator in Pareto-type distributions
TL;DR: The empirical influence function plot, which displays the influence that each data point has on the Hill estimator, is introduced, based on a new robust GLM estimator for @c.
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Random walk or chaos: A formal test on the Lyapunov exponent
Joon Y. Park,Yoon-Jae Whang +1 more
TL;DR: In this paper, a formal test on the Lyapunov exponent is developed to distinguish a random walk model from a chaotic system, which is based on the Nadaraya-Watson kernel estimator of the LPA.
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On the limit distribution of the extremes of a random number of independent random variables
TL;DR: In this article, the weak convergence of the r -th (( n − r )- th ) order statistics of n independent identically distributed (i.i.d.) random variables (r.v.'s) X 1, X 2,…, X n, where the sample size n is a positive integer valued r.v.