A BROWNIAN BRIDGE CONNECTED WITH EXTREME VALUES

被引：0
|
作者：
DEHAAN, L [1 ]
机构：
[1] ERASMUS UNIV,3000 DR ROTTERDAM,NETHERLANDS
来源：
SANKHYA-THE INDIAN JOURNAL OF STATISTICS SERIES A | 1990年 / 52卷
关键词：
EXTREME VALUES; BROWNIAN BRIDGE;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A stochastic process formed from the intermediate order statistic is shown to converge to Brownian bridge under conditions that strengthen the domain of attraction conditions for extreme-value distributions.
引用
收藏
页码：157 / 165
页数：9
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