2015-06-01
Convergence of heteroscedastic extremes
Publication
Publication
Statistics & Probability Letters , Volume 101 p. 38- 39
Convergence of the maximum of a sample to an extreme value distribution is proved for certain non-stationary sequences of independent random variables.
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| doi.org/10.1016/j.spl.2015.02.019, hdl.handle.net/1765/87723 | |
| Statistics & Probability Letters | |
| Organisation | Erasmus University Rotterdam |
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de Haan, L. (2015). Convergence of heteroscedastic extremes. Statistics & Probability Letters, 101, 38–39. doi:10.1016/j.spl.2015.02.019 |
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