EXTREME VALUE THEORY FOR A CLASS OF DISCRETE DISTRIBUTIONS WITH APPLICATIONS TO SOME STOCHASTIC PROCESSES

被引：99
|
作者：
ANDERSON, CW
机构：
来源：
JOURNAL OF APPLIED PROBABILITY | 1970年 / 7卷 / 01期
关键词：
D O I：
10.2307/3212152
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：99 / &
相关论文
共 50 条
  • [31] APPROXIMATION OF CONTINUOUS DISTRIBUTIONS BY MEANS OF DISCRETE STOCHASTIC-PROCESSES
    EIER, R
    FREQUENZ, 1979, 33 (7-8) : 195 - 199
  • [32] Extreme value theory for stochastic integrals of Legendre polynomials
    Aue, Alexander
    Horvath, Lajos
    Huskova, Marie
    JOURNAL OF MULTIVARIATE ANALYSIS, 2009, 100 (05) : 1029 - 1043
  • [33] Extreme value distributions for nonlinear transformations of vector Gaussian processes
    Gupta, Sayan
    van Gelder, P. H. A. J. M.
    PROBABILISTIC ENGINEERING MECHANICS, 2007, 22 (02) : 136 - 149
  • [34] AN ELEMENTARY INTRODUCTION INTO A CLASS OF DISTRIBUTIONS AND SOME OF THEIR APPLICATIONS
    HOFFMANN, A
    PERIODICA POLYTECHNICA-MECHANICAL ENGINEERING, 1969, 13 (03): : 203 - &
  • [35] Applications of Extreme Value Theory in Public Health
    Thomas, Maud
    Lemaitre, Magali
    Wilson, Mark L.
    Viboud, Cecile
    Yordanov, Youri
    Wackernagel, Hans
    Carrat, Fabrice
    PLOS ONE, 2016, 11 (07):
  • [36] Families of Discrete Circular Distributions with Some Novel Applications
    Mardia, Kanti, V
    Sriram, Karthik
    SANKHYA-SERIES A-MATHEMATICAL STATISTICS AND PROBABILITY, 2023, 85 (01): : 1 - 42
  • [37] On Some Discrete Distributions and their Applications with Real Life Data
    Banik, Shipra
    Kibria, B. M. Golam
    JOURNAL OF MODERN APPLIED STATISTICAL METHODS, 2009, 8 (02) : 423 - 447
  • [38] Maximum entropy and applications to some classical discrete distributions
    Topsoe, F
    PROCEEDINGS OF 2002 IEEE INFORMATION THEORY WORKSHOP, 2002, : 104 - 107
  • [39] Families of Discrete Circular Distributions with Some Novel Applications
    Kanti V. Mardia
    Karthik Sriram
    Sankhya A, 2023, 85 : 1 - 42
  • [40] DISCRETE MULTIVARIATE PROBABILITY-DISTRIBUTIONS AND SOME APPLICATIONS
    STEYN, HS
    SOUTH AFRICAN STATISTICAL JOURNAL, 1983, 17 (02) : 191 - 191
12345