Introduction to the Non IID Case

Michael Falk (), Rolf-Dieter Reiss () and Jürg Hüsler ()
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Michael Falk: University of Würzburg, Institute of Applied Mathematics and Statistics
Rolf-Dieter Reiss: University of Siegen, Department of Mathematics
Jürg Hüsler: University of Berne, Department of Mathematical Statistics and Actuarial Science

Chapter Chapter 8 in Laws of Small Numbers: Extremes and Rare Events, 2004, pp 235-248 from Springer

Abstract: Abstract We present in the following some examples to motivate the extension of the classical extreme value theory for iid sequences to a theory for non iid sequences. We introduce different classes of non iid sequences together with the main ideas. The examples show that suitable restrictions for each class are needed to find limit results which are useful for applications.

Keywords: Random Sequence; Limit Distribution; Triangular Array; Poisson Approximation; Poisson Random Variable (search for similar items in EconPapers)
Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-0348-7791-6_8

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DOI: 10.1007/978-3-0348-7791-6_8

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