NDLI: The Development of the Mathematical Theory of Extremes in the Past Half Century

Content Provider	Society for Industrial and Applied Mathematics (SIAM)
Author	Galambos, J.
Copyright Year	1994
Abstract	This paper is a survey of development of extreme value theory during the last half century from a mathematicians point of view. The paper considers both general results for classical models (schemes of maximum of independent identically distributed random variables under linear normalization) and extentions of the classical models and the derivations from the classical assumptions also. Different approaches to the characterization theorems for limiting distributions are discribed. The results on the estimation of the rate of convergence in limiting theorems and random sample sizes are given. The paper gives a survey of different approaches to the extreme value theory based on other problems of probability theory.
Starting Page	234
Ending Page	248
Page Count	15
File Format	PDF
ISSN	0040585X
DOI	10.1137/1139014
e-ISSN	10957219
Journal	Theory of Probability & Its Applications (TPRBAU)
Issue Number	2
Volume Number	39
Language	English
Publisher	Society for Industrial and Applied Mathematics
Publisher Date	2006-07-28
Access Restriction	Subscribed
Subject Keyword	central limit theorem record moments classical model records linear and nonlinear normalization rate of convergence extremes domain of attraction sample size characterization theorem
Content Type	Text
Resource Type	Article
Subject	Statistics and Probability Statistics, Probability and Uncertainty

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The Development of the Mathematical Theory of Extremes in the Past Half Century