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

页码：157 / 165

页数：9

共 50 条

[31] THE MEAN OF A MAXIMUM LIKELIHOOD ESTIMATOR ASSOCIATED WITH THE BROWNIAN BRIDGE
Gao, Fuchang
ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2003, 8 : 1 - 5
[32] Brownian bridge asymptotics for random p-mappings
Aldous, D
Miermont, G
Pitman, J
ELECTRONIC JOURNAL OF PROBABILITY, 2004, 9 : 37 - 56
[33] SOME EXPLICIT FORMULAS FOR THE BROWNIAN BRIDGE, BROWNIAN MEANDER AND BESSEL PROCESS UNDER UNIFORM SAMPLING
Rosenbaum, Mathieu
Yor, Marc
ESAIM-PROBABILITY AND STATISTICS, 2015, 19 : 578 - 589
[34] Extreme values from skewed distributions
Ratz, HC
IEEE TRANSACTIONS ON EDUCATION, 2000, 43 (04) : 400 - 402
[35] Strong laws for sums of extreme values
Broniatowski, M
Weber, M
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1998, 42 (03) : 395 - 404
[36] Bi-free extreme values
Huang, Hao-Wei
Wang, Jiun-Chau
JOURNAL OF FUNCTIONAL ANALYSIS, 2020, 278 (06)
[37] Extreme values, invariance and choice probabilities
Mattsson, Lars-Goran
Weibull, Jorgen W.
Lindberg, Per Olov
TRANSPORTATION RESEARCH PART B-METHODOLOGICAL, 2014, 59 : 81 - 95
[38] On extreme values in open queueing networks
Minkevicius, Saulius
MATHEMATICAL AND COMPUTER MODELLING, 2009, 50 (7-8) : 1058 - 1066
[39] Hypermatching: Similarity Matching With Extreme Values
Yager, Ronald R.
Petry, Frederick E.
IEEE TRANSACTIONS ON FUZZY SYSTEMS, 2014, 22 (04) : 949 - 957
[40] Non-linear functionals of the Brownian bridge and some applications
Berzin-Joseph, C
León, JR
Ortega, J
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2001, 92 (01) : 11 - 30

← 1 2 3 4 5 →