Estimating probabilities for normal extremes

DOI10.2307/1426608MaRDI QIDQ3860557zbMATH OpenOpenAlexFDO

Authors Peter Hall

Publication date 1980

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1426608

zbMATH Keywords

rate of convergencenormal distributionextreme valueextreme value distributionestimatenon-uniform estimate

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05)

Cited in

(13)

• Higher-order expansions of powered extremes of normal samples
• Application of nonparametric approach to extreme value inference in distribution estimation of sample maximum and its properties
• Rates of convergence of powered order statistics from general error distribution
• Approxmating the distribution of the maximum of a dependent stationary sequence based on estimatimates from a genrating function
• Improved convergence rates of normal extremes
• A general approach to generate random variates for multivariate copulae
• Asymptotic expansions of powered skew-normal extremes
• Penultimate limiting forms in extreme value theory
• Complete asymptotic expansions for normal extremes
• Asymptotic behavior of bivariate Gaussian powered extremes
• Higher-order expansions of powered extremes of logarithmic general error distribution
• Moment convergence of powered normal extremes
• Time-varying multivariate causal processes

This page was built for publication: Estimating probabilities for normal extremes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3860557)