Extreme Value for Dependent Sequences Via the Stein-Chen Method of Poisson Approximation.

1987 ◽  
Author(s):  
Richard L. Smith
Keyword(s):  
Poisson Approximation ◽  
Extreme Value

Poisson approximation of intermediate empirical processes

1992 ◽  
Vol 29 (4) ◽  
pp. 825-837 ◽  
Author(s):  
E. Kaufmann ◽  
R.-D. Reiss
Keyword(s):  
Asymptotic Behaviour ◽  
Poisson Process ◽  
Sample Size ◽  
Poisson Approximation ◽  
Empirical Processes ◽  
Extreme Value ◽  
Poisson Processes ◽  
Homogeneous Poisson Process ◽  
Von Mises

We investigate the asymptotic behaviour of empirical processes truncated outside an interval about the (1 – s(n)/n)-quantile where s(n) → ∞ and s(n)/n → 0 as the sample size n tends to ∞. It is shown that extreme value (Poisson) processes and, alternatively, the homogeneous Poisson process may serve as approximations if certain von Mises conditions hold.

Poisson approximation of intermediate empirical processes

1992 ◽  
Vol 29 (04) ◽  
pp. 825-837
Author(s):  
E. Kaufmann ◽  
R.-D. Reiss
Keyword(s):  
Asymptotic Behaviour ◽  
Poisson Process ◽  
Sample Size ◽  
Poisson Approximation ◽  
Empirical Processes ◽  
Extreme Value ◽  
Poisson Processes ◽  
Homogeneous Poisson Process ◽  
Von Mises

We investigate the asymptotic behaviour of empirical processes truncated outside an interval about the (1 – s(n)/n)-quantile where s(n) → ∞ and s(n)/n → 0 as the sample size n tends to ∞. It is shown that extreme value (Poisson) processes and, alternatively, the homogeneous Poisson process may serve as approximations if certain von Mises conditions hold.

Modeling European hot spells using extreme value analysis

2014 ◽  
Vol 58 (3) ◽  
pp. 193-207 ◽  
Author(s):  
C Photiadou ◽  
MR Jones ◽  
D Keellings ◽  
CF Dewes
Keyword(s):  
Extreme Value ◽  
Extreme Value Analysis ◽  
Value Analysis ◽  
Hot Spells
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