Asymptotic distributions of record values under exponential normalization (Q2295728)
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scientific article; zbMATH DE number 7167754
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| English | Asymptotic distributions of record values under exponential normalization |
scientific article; zbMATH DE number 7167754 |
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Asymptotic distributions of record values under exponential normalization (English)
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14 February 2020
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The article derives limit laws for record values under a nonlinear norming called exponential norming introduced by \textit{S. Ravi} and \textit{T. S. Mavitha} [ProbStat Forum 9, Article No. 01, 1--20 (2016; Zbl 1333.60107)], and studies the domains of attraction of the derived limit laws under exponential norming. Four illustrative examples are given.
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record values
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extreme value theory
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nonlinear normalization
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\(l\)-max stable laws
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\(p\)-max stable laws
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\(e\)-max stable laws
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0.8301889300346375
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0.8191161155700684
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0.8152828812599182
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0.799663782119751
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0.7925991415977478
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