Continuation theorems of the extremes under power normalization

DOI10.1007/BF02936201MaRDI QIDQ1847583zbMATH OpenFDO

Authors H. M. Barakat, Magdy E. El-Adll, E. M. Nigm

Publication date 28 March 2003

Published in Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02936201

zbMATH Keywords

power normalizationthe max domain of attractionweak convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

Review text

The authors discuss a stability property of the extremes under power normalizations. They prove that the restricted convergence of the power normalized extremes on an arbitrary nondegenerate interval implies the weak convergence. Moreover, this implication also holds when the sample size is considered as a random variable geometrically distributed with the mean \(n\).

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Cites work

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Cited in

(8)

• Bootstrapping extremes of random variables under power normalization
• Nonstandard limit theorem for infinite variance functionals
• Extreme order statistics under power normalization and random sample size
• Some asymptotic stability properties of extreme order statistics under power normalization
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• Letter to the editor
• Asymptotic behavior of bootstrapped extreme order statistics under unknown power normalizing constants
• On the restricted convergence of generalized extreme order statistics

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