In this article, we consider sequences of i.i.d. random variables and, under suitable conditions on the (common) distribution function, we prove large deviation principles for sequences of maxima, minima and pairs formed by maxima and minima. The i.i.d. random variables can be either unbounded or bounded; in the first case maxima and minima have to be suitably normalized.
Giuliano, R., Macci, C. (2014). Large deviation principles for sequences of maxima and minima. COMMUNICATIONS IN STATISTICS. THEORY AND METHODS, 43(6), 1077-1098 [10.1080/03610926.2012.668606].
Large deviation principles for sequences of maxima and minima
MACCI, CLAUDIO
2014-01-01
Abstract
In this article, we consider sequences of i.i.d. random variables and, under suitable conditions on the (common) distribution function, we prove large deviation principles for sequences of maxima, minima and pairs formed by maxima and minima. The i.i.d. random variables can be either unbounded or bounded; in the first case maxima and minima have to be suitably normalized.File in questo prodotto:
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