Title of article :
The logarithmic average of sample extremes is asymptotically normal
Author/Authors :
Berkes، نويسنده , , Istvلn and Horvلth، نويسنده , , Lajos، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Pages :
22
From page :
77
To page :
98
Abstract :
We obtain a strong approximation for the logarithmic average of sample extremes. The central limit theorem and laws of the iterated logarithm are immediate consequences.
Keywords :
Strong approximation , laws of the iterated logarithm , Extreme value , Wiener Process , domain of attraction
Journal title :
Stochastic Processes and their Applications
Serial Year :
2001
Journal title :
Stochastic Processes and their Applications
Record number :
1576749
Link To Document :
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