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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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Technical Note-The Asymptotic Extreme Value Distribution of the Sample Minimum of a Concave Function under Linear Constraints
Nitin R. Patel,Robert L. Smith +1 more
TL;DR: It is shown that the minimum value of a sample of feasible points uniformly distributed over a linear constraint set is, for concave functions, asymptotically Weibull distributed with shape parameter equal to the dimension of the feasible region.
Journal ArticleDOI
Estimating an endpoint with high order moments in the Weibull domain of attraction
TL;DR: In this article, the authors present a method for estimating the endpoint of a unidimensional sample when the distribution function belongs to the Weibull-max domain of attraction, which relies on transforming the variable of interest and then using high order moments of the positive variable obtained this way.
Journal ArticleDOI
Estimating the maximum value of autocorrelated air quality measurements
TL;DR: In this article, the effect of autocorrelation on the distribution of the maximum value in a sequence of auto-related variables has been quantified, for a special case of continuous records of air quality measurements.
Dissertation
Analyse régionale des aléas maritimes extrêmes
TL;DR: The concept of niveau de retour has been used extensively in the past few decades to predict the probability of a submersion of a vessel in a zone cotiere.
Journal ArticleDOI
Extreme Value Theory for Long-Range-Dependent Stable Random Fields
Zaoli Chen,Gennady Samorodnitsky +1 more
TL;DR: In this paper, the authors studied the extremes for a class of symmetric stable random fields with long-range dependence and proved functional extremal theorems both in the space of sup measures and in the spaces of cadlag functions of several variables.