Asymptotic distribution of normalized maximum under finite mixture models

DOI10.1016/J.SPL.2004.08.010MaRDI QIDQ868277zbMATH OpenOpenAlexFDO

Authors Magdy E. El-Adll, Essam K. AL-Hussaini

Publication date 2 March 2007

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2004.08.010

zbMATH Keywords

weak convergencedomains of attraction\(p\)-max stable lawsmixture distributions\(\ell\)-max stable lawsgeneral normalizationmaximum order statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

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Cites work

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• Advances in reliability
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• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• Mixture models: theory, geometry and applications
• On R. Von Mises' Condition for the Domain of Attraction of $\exp(-e^{-x})^1$
• Statistical analysis of finite mixture distributions
• Sur la distribution limite du terme maximum d'une série aléatoire

Cited in

(7)

• On the upper bound of the number of modes of a multivariate normal mixture
• The limiting distribution of finite mixture general error distribution
• On extremes of mixtures of distributions
• Asymptotic behavior of non-identical multivariate mixture
• Identification of first-price auctions with non-equilibrium beliefs: a measurement error approach
• Asymptotic order statistics of mixtures of distributions
• Asymptotic normality in mixture models

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