Extremes in Dependent Random Sequences View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

1984

AUTHORS

M. R. Leadbetter

ABSTRACT

This (largely expository) paper concerns the extension of some of the main distributional results of classical extreme value theory to apply to dependent — and in particular stationary — sequences. Central ideas of the classical theory are first discussed along with the broad organization of and motivation for their derivations. It is then shown how weak restrictions on dependence structure allow the theory to be generalized to include stationary (and more general) sequences. Implications for the asymptotic distributions of extreme order statistics and related Poisson convergence theory of high level exceedances are also described. More... »

PAGES

155-165

Book

TITLE

Statistical Extremes and Applications

ISBN

978-90-481-8401-9
978-94-017-3069-3

Author Affiliations

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-94-017-3069-3_11

DOI

http://dx.doi.org/10.1007/978-94-017-3069-3_11

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1041800835


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