Abstract
After having investigated in Chapter 3 the behaviour of the maximum, i.e. the largest value of a sample, we now consider the joint behaviour of several upper order statistics. They provide information on the right tail of a df.
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Leadbetter, M.R., Lindgren, G. and Rootzén, H. (1983) Extremes and Related Properties of Random Sequences and Processes. Springer, Berlin. [117–120, 151, 211–218, 235–247, 263, 282, 417–418]
Leadbetter, M.R. and Rootzén, H. (1988) Extremal theory for stochastic processes. Ann. Probab. 16, 431–478. [218, 282, 425]
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© 1997 Springer-Verlag Berlin Heidelberg
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Emberchts, P., Klüppelberg, C., Mikosch, T. (1997). Fluctuations of Upper Order Statistics. In: Modelling Extremal Events. Applications of Mathematics, vol 33. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-33483-2_5
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DOI: https://doi.org/10.1007/978-3-642-33483-2_5
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-08242-9
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