Statistical inference using extreme order statistics
J Pickands III - the Annals of Statistics, 1975 - JSTOR
J Pickands III
the Annals of Statistics, 1975•JSTORA method is presented for making statistical inferences about the upper tail of a distribution
function. It is useful for estimating the probabilities of future extremely large observations.
The method is applicable if the underlying distribution function satisfies a condition which
holds for all common continuous distribution functions.
function. It is useful for estimating the probabilities of future extremely large observations.
The method is applicable if the underlying distribution function satisfies a condition which
holds for all common continuous distribution functions.
A method is presented for making statistical inferences about the upper tail of a distribution function. It is useful for estimating the probabilities of future extremely large observations. The method is applicable if the underlying distribution function satisfies a condition which holds for all common continuous distribution functions.
JSTOR