A note on the asymptotic normality of sums of extreme values
- 31 May 1989
- journal article
- Published by Elsevier in Journal of Statistical Planning and Inference
- Vol. 22 (1) , 127-136
- https://doi.org/10.1016/0378-3758(89)90071-2
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This publication has 6 references indexed in Scilit:
- Almost sure convergence of the Hill estimatorMathematical Proceedings of the Cambridge Philosophical Society, 1988
- Asymptotic behavior of Hill's estimate and applicationsJournal of Applied Probability, 1986
- The Asymptotic Distribution of Sums of Extreme Values from a Regularly Varying DistributionThe Annals of Probability, 1986
- Central limit theorems for sums of extreme valuesMathematical Proceedings of the Cambridge Philosophical Society, 1985
- Laws of Large Numbers for Sums of Extreme ValuesThe Annals of Probability, 1982
- A Simple General Approach to Inference About the Tail of a DistributionThe Annals of Statistics, 1975