The Annals of Statistics

Smoothing of Samples for Maxima

Yashaswini Mittal

Full-text: Open access

Abstract

Smoothing of the data by averaging is suggested in order to study the maximum. The maximum of the smoothed data is approximated by that of a Gaussian sample and thus is more robust against outliers.

Article information

Source
Ann. Statist., Volume 9, Number 1 (1981), 66-77.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176345333

Digital Object Identifier
doi:10.1214/aos/1176345333

Mathematical Reviews number (MathSciNet)
MR600533

Zentralblatt MATH identifier
0474.60022

JSTOR
links.jstor.org

Subjects
Primary: 60F05: Central limit and other weak theorems
Secondary: 60F99: None of the above, but in this section 60G15: Gaussian processes

Keywords
Maxima smoothed samples central limit theorem large deviations

Citation

Mittal, Yashaswini. Smoothing of Samples for Maxima. Ann. Statist. 9 (1981), no. 1, 66--77. doi:10.1214/aos/1176345333. https://projecteuclid.org/euclid.aos/1176345333


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