Open Access
January, 1975 Statistical Inference Using Extreme Order Statistics
James Pickands III
Ann. Statist. 3(1): 119-131 (January, 1975). DOI: 10.1214/aos/1176343003


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.


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James Pickands III. "Statistical Inference Using Extreme Order Statistics." Ann. Statist. 3 (1) 119 - 131, January, 1975.


Published: January, 1975
First available in Project Euclid: 12 April 2007

zbMATH: 0312.62038
MathSciNet: MR423667
Digital Object Identifier: 10.1214/aos/1176343003

Keywords: Extreme order statistics , Extreme values , generalized Pareto function , upper tail

Rights: Copyright © 1975 Institute of Mathematical Statistics

Vol.3 • No. 1 • January, 1975
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