New extreme value theory for maxima of maxima

Although advanced statistical models have been proposed to fit complex data better, the advances of science and technology have generated more complex data, e.g., Big Data, in which existing probability theory and statistical models find their limitations. This work establishes probability foundatio...

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Bibliographic Details
Main Authors: Wenzhi Cao, Zhengjun Zhang
Format: Article
Language:English
Published: Taylor & Francis Group 2021-07-01
Series:Statistical Theory and Related Fields
Subjects:
Online Access:http://dx.doi.org/10.1080/24754269.2020.1846115