Normalizing constants of a distribution which belongs to the domain of attraction of the Gumbel distribution (Q1822165): Difference between revisions
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Latest revision as of 18:39, 17 June 2024
scientific article
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English | Normalizing constants of a distribution which belongs to the domain of attraction of the Gumbel distribution |
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Normalizing constants of a distribution which belongs to the domain of attraction of the Gumbel distribution (English)
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1987
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The author develops methods of computing the normalizing constants for an extreme to have a limiting distribution. One particular method is based on tail equivalence. See also \textit{J. Villasenor} [Bull. Int. Stat. Inst. Contrib. Papers, 43rd Session, Buenos Aires (1981)] and pp. 64-65 and p. 158 in the reviewer's book ''The asymptotic theory of extreme order statistics.'' 2nd ed. Krieger, Melbourne, Fa, (1987; see Zbl 0381.62039 for a review of the first edition).
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domain of attraction of the Gumbel distribution
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inverse Gaussian
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gamma
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normal
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lognormal
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von Mises theorem
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computing the normalizing constants
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tail equivalence
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