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

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