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