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
3911
1993
eng
article
1
2010-04-27
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Asymptotically optimal tests for conditional distributions
No abstract available
urn:nbn:de:bvb:20-opus-45823
4582
In: The Annals of Statistics (1993) 21, 1, 45 - 60
Michael Falk
Frank Marohn
Mathematik
Point processes
Asymptotic distribution theory
Order statistics; empirical distribution functions
open_access
Institut für Mathematik
Universität Würzburg
https://opus.bibliothek.uni-wuerzburg.de/files/3911/Marohn_Asymptotic_tests.pdf