TY - CHAP
A1 - Marohn, Frank
T1 - On testing the exponential and Gumbel distribution
N2 - No abstract available
KW - Gumbel-Verteilung
KW - Extremalâ€“Iâ€“Verteilung
KW - generalized Pareto distribution
KW - extreme value distribution
Y1 - 1994
U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:bvb:20-opus-45804
ER -
TY - JOUR
A1 - Falk, Michael
A1 - Marohn, Frank
T1 - Von Mises condition revisited
N2 - 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.
KW - Von Mises conditions
KW - extreme value theory
KW - extreme value distribution
KW - extreme order statistics
KW - generalized Pareto distribution
Y1 - 1993
U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:bvb:20-opus-45790
ER -