Matstat seminar fredagen 9 november 2001 kl 13:15 i MH:227

Johan Segers
Chalmers University of Technology, Göteborg

TITLE:  On the multiplicative excesses over a large order statistic.

ABSTRACT:  Let an i.i.d. sample from a distribution
which is regularly varying at infinity be given.
Consider the probability measure putting equal mass
at the ratios of the k largest order statistics
over the k+1 largest one. We investigate
the limiting behaviour of this empirical measure
and apply the results to some statistics
relevant to extreme value theory.