Extreme value modeling under power normalization

DOI10.1016/J.APM.2013.05.045MaRDI QIDQ1792375zbMATH OpenOpenAlexFDO

Authors H. M. Barakat, E. M. Nigm, O. M. Khaled

Publication date 11 October 2018

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apm.2013.05.045

zbMATH Keywords

generalized extreme value distributionmaximum likelihood methodpower normalizationgeneralized Pareto distributions

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 1667428 (Why is no real title available?)
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• scientific article; zbMATH DE number 4159879 (Why is no real title available?)
• scientific article; zbMATH DE number 3913447 (Why is no real title available?)
• A note on domains of attraction of p-max stable laws
• Comparison between the rates of convergence of extremes under linear and under power normalization
• Extreme order statistics under power normalization and random sample size
• Limit distributions of generalized order statistics under power normalization
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• Maximum likelihood estimation in a class of nonregular cases
• On max domains of attraction of univariate p-max stable laws
• Statistical inference using extreme order statistics
• Theory and application of some classical and generalized asymptotic distributions of extreme values

Cited in

(15)

• Limit theorems for order statistics with variable rank under exponential normalization
• Improved inference for the generalized Pareto distribution under linear, power and exponential normalization
• Application of sub-sample bootstrap technique for extreme value modeling under linear and power normalization
• SOME MEASURES INFORMATION FOR GENERALIZED AND q-GENERALIZED EXTREME VALUES AND ITS PROPERTIES
• Additional extreme distribution for modeling extreme value data
• Analyzing skewed data by power normal model
• On \(q\)-generalized extreme values under power normalization with properties, estimation methods and applications to COVID-19 data
• Statistical modeling of extremes under linear and power normalizations with applications to air pollution
• A note on power generalized extreme value distribution and its properties
• The Hill estimators under power normalization
• Polynomial power-Pareto quantile function models
• A new flexible extreme value model for modeling the extreme value data, with an application to environmental data
• Bootstrap method for central and intermediate order statistics under power normalization.
• A note on domains of attraction of the limit laws of intermediate order statistics under power normalization
• The estimations under power normalization for the tail index, with comparison

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