The Annals of Statistics

Statistical Inference Using Extreme Order Statistics

James Pickands III

Full-text: Open access

Abstract

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.

Article information

Source
Ann. Statist. Volume 3, Number 1 (1975), 119-131.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
http://projecteuclid.org/euclid.aos/1176343003

Digital Object Identifier
doi:10.1214/aos/1176343003

Mathematical Reviews number (MathSciNet)
MR423667

Zentralblatt MATH identifier
0312.62038

JSTOR
links.jstor.org

Keywords
Extreme values extreme order statistics upper tail generalized Pareto function

Citation

III, James Pickands. Statistical Inference Using Extreme Order Statistics. Ann. Statist. 3 (1975), no. 1, 119--131. doi:10.1214/aos/1176343003. http://projecteuclid.org/euclid.aos/1176343003.


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