Re: limiting theorems on extreme vlue distributions
- From: andrea <ndreacolREMOVE_THIS@xxxxxx>
- Date: Tue, 14 Feb 2006 08:46:40 EST
I think the limit distibution (of properly normalized maxima)is a Gumbell distribution. You can find more on textbook from P.Embrechts or S.Coles
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- limiting theorems on extreme vlue distributions
- From: koolguyuf
- limiting theorems on extreme vlue distributions
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