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Theory and Methods

Comment: Robustness to Assumption of Normally Distributed Errors

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Pages 1036-1039 | Published online: 08 Oct 2012

REFERENCES

  • Hall , P. 1978a . Representations and Limit Theorems for Extreme Value Distributions . Journal of Applied Probability , 15 : 639 – 644 .
  • Hall , P. 1978b . On the Extreme Terms of a Sample From the Domain of Attraction of a Stable Law . Journal of the London Mathematical Society , 18 : 181 – 191 .

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