Distance between exact and approximate distributions of partial maxima under power normalization

DOI10.15559/15-VMSTA42MaRDI QIDQ340800zbMATH OpenOpenAlexFDO

Authors Attahalli Shivanarayanaprasad Praveena, Sreenivasan Ravi

Publication date 15 November 2016

Published in Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1601.01143

zbMATH Keywords

Hellinger distancevariational distancegeneralized log-Pareto distributionpartial maximavon-Mises type parameterization

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Extreme value theory; extremal stochastic processes (60G70)

Abstract: We obtain the distance between the exact and approximate distributions of partial maxima of a random sample under power normalization. It is observed that the Hellinger distance and variational distance between the exact and approximate distributions of partial maxima under power normalization is the same as the corresponding distances under linear normalization.

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Cites work

• scientific article; zbMATH DE number 3083637 (Why is no real title available?)
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Generalizing the Pareto to the log-Pareto model and statistical inference
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• Minimum Hellinger distance estimation with inlier modification
• On the Convergence of the Density of the Power Normalized Maximum¹
• On von Mises type conditions for \(p\)-max stable laws, rates of convergence and generalized log Pareto distributions

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