The Annals of Statistics
Ann. Statist.
Volume 3, Number 1 (1975), 119-131.
Statistical Inference Using Extreme Order Statistics
James Pickands III
More by James Pickands III
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.
Ann. Statist., Volume 3, Number 1 (1975), 119-131.
First available in Project Euclid: 12 April 2007
https://projecteuclid.org/euclid.aos/1176343003
doi:10.1214/aos/1176343003
MR423667
links.jstor.org
Extreme values extreme order statistics upper tail generalized Pareto function
III, James Pickands. Statistical Inference Using Extreme Order Statistics. Ann. Statist. 3 (1975), no. 1, 119--131. doi:10.1214/aos/1176343003. https://projecteuclid.org/euclid.aos/1176343003
The Institute of Mathematical Statistics
First Online
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