The logarithmic average of sample extremes is asymptotically normal

STOCHASTIC PROCESSES AND THEIR APPLICATIONS

卷:91

Article

Berkes, I ; Horváth, L

关键词: extreme value;    domain of attraction;    Wiener process;    strong approximation;    laws of the iterated logarithm;   

DOI  :  10.1016/S0304-4149(00)00056-9

来源: Elsevier

【 摘 要 】

We obtain a strong approximation for the logarithmic average of sample extremes. The central limit theorem and laws of the iterated logarithm are immediate consequences. (C) 2001 Elsevier Science B.V. All rights reserved. MSC. primary 60F17; secondary 60F05.

【 授权许可】

Free