Extreme Value Theory: Proceedings of a Conference Held in Oberwolfach, Dec. 6-12, 1987 (Paperback, Softcover Repri)

I. Univariate Extremes: Probability Theory.- 1. Limit Laws and Expansions.- Best attainable rate of joint convergence of extremes.- Recent results on asymptotic expansions in extreme value theory.- 2. Strong Laws.- Strong laws for the k-th order statistic when k ? c - log2n (II).- Extreme values with heavy tails.- 3. Records.- A survey on strong approximation techniques in connection with records.- Self-similar random measures, their carrying dimension, and application to records.- 4. Exceedances.- On exceedance point processes for stationary sequences under mild oscillation restrictions.- A central limit theorem for extreme sojourn time of stationary Gaussian processes.- On the distribution of random waves and cycles.- 5. Characterizations.- Characterizations of the exponential distribution by failure rate- and moment properties of order statistics.- A characterization of the uniform distribution via maximum likelihood estimation of its location parameter.- II. Univariate Extremes: Statistics.- 1. Estimation.- Simple estimators of the endpoint of a distribution.- Asymptotic normality of Hill's estimator.- Extended extreme value models and adaptive estimation of the tail index.- Asymptotic results for an extreme value estimator of the autocorrelation coefficient for a first order autoregressive sequence.- 2. Test Procedures.- The selection of the domain of attraction of an extreme value distribution from a set of data.- Comparison of extremal models through statistical choice in multidimensional backgrounds.- 3. Sufficiency of Extremes in Parametric Models.- The role of extreme order statistics for exponential families.- III. Multivariate Extremes.- Multivariate records and shape.- Limit distributions of multivariate extreme values in nonstationary sequences of random vectors.- Statistical decision for bivariate extremes.- Multivariate negative exponential and extreme value distributions.- Author Index.