Almost sure central limit theorem for the location and height of extreme order statistics and high values

Luyun Ding and Zhongquan Tan

Communications in Statistics - Theory and Methods, 2021, vol. 50, issue 8, 1897-1910

Abstract: In this article, the almost sure central limit theorem for the joint version of location and height of extreme order statistics for independent and identically distributed random variables is proved. The almost sure central limit theorem for the joint version of the location of the maximum and the location of the first exceedances of high levels is also proved.

Date: 2021
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DOI: 10.1080/03610926.2019.1656745

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