3909
1994
eng
conferenceobject
1
2010-04-26
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On testing the exponential and Gumbel distribution
No abstract available
urn:nbn:de:bvb:20-opus-45804
4580
In: Extreme Value Theory and Applications / J. Galambos et al. (eds.). - Dordrecht: Kluwer Academic Press, 1994, 1, 159 - 174
Frank Marohn
deu
swd
Gumbel-Verteilung
deu
swd
Extremal–I–Verteilung
eng
uncontrolled
generalized Pareto distribution
eng
uncontrolled
extreme value distribution
Mathematik
open_access
Institut für Mathematik
Universität Würzburg
https://opus.bibliothek.uni-wuerzburg.de/files/3909/Marohn_Gumbel_distribution.pdf
3907
1993
eng
article
1
2010-04-26
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Von Mises condition revisited
It is shown that the rate of convergence in the von Mises conditions of extreme value theory determines the distance of the underlying distribution function F from a generalized Pareto distribution. The distance is measured in terms of the pertaining densities with the limit being ultimately attained if and only if F is ultimately a generalized Pareto distribution. Consequently, the rate of convergence of the extremes in an lid sample, whether in terms of the distribution of the largest order statistics or of corresponding empirical truncated point processes, is determined by the rate of convergence in the von Mises condition. We prove that the converse is also true.
urn:nbn:de:bvb:20-opus-45790
4579
In: The Annals of Probability (1993) 21, 3, 1310 - 1328
Michael Falk
Frank Marohn
eng
uncontrolled
Von Mises conditions
eng
uncontrolled
extreme value theory
eng
uncontrolled
extreme value distribution
eng
uncontrolled
extreme order statistics
eng
uncontrolled
generalized Pareto distribution
Mathematik
open_access
Institut für Mathematik
Universität Würzburg
https://opus.bibliothek.uni-wuerzburg.de/files/3907/Marohn_Mises_condition.pdf