The logarithmic average of sample extremes is asymptotically normal
| Year of publication: |
2001
|
|---|---|
| Authors: | Berkes, István ; Horváth, Lajos |
| Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 91.2001, 1, p. 77-98
|
| Publisher: |
Elsevier |
| Keywords: | Extreme value Domain of attraction Wiener process Strong approximation Laws of the iterated logarithm |