Statistical Inference Using Extreme Order Statistics

作者：James Pickands · 发表于：The Annals of Statistics · 年份：1975 · DOI：10.1214/aos/1176343003 · 被引用次数：3651 · 研究领域：Statistical Mechanics and Entropy、Gaussian Processes and Bayesian Inference、Complex Systems and Time Series Analysis

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.