Strong approximation of maxima by extremal processes

成果类型:
Article
署名作者:
Fahrner, I; Stadtmüller, U
署名单位:
Ulm University
刊物名称:
ANNALS OF PROBABILITY
ISSN/ISSBN:
0091-1798
发表日期:
2003
页码:
926-947
关键词:
摘要:
Extending results by P. Deheuvels of 1981-1983 we give strong approximation results for sample maxima by simple transformations of extremal processes and discuss the quality of the approximations. The limiting process becomes stationary after a transformation of the argument.