New limit distributions for extremes under a nonlinear normalization

MaRDI QIDQ5745019zbMATH OpenFDO

Authors Sreenivasan Ravi, T. S. Mavitha

Publication date 11 February 2016

Full work available at URL http://probstat.org.in/PSF-2016-01.pdf

zbMATH Keywords

\(e\)-max stable laws\(l\)-max stable laws\(p\)-max stable lawsextreme value theorylimit distributionsmax domains of attractionnonlinear normalization

Mathematics Subject Classification ID

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

Recommendations

• Asymptotic distributions of record values under exponential normalization
• scientific article; zbMATH DE number 3913447
• scientific article; zbMATH DE number 879746
• On Stochastic Evolution Equations with Stochastic Boundary Conditions
• New power limits for extremes

Cited in

(10)

• Asymptotic order statistics of mixtures of distributions
• Asymptotic distributions of record values under exponential normalization
• New power limits for extremes
• On the normalization of subnormal possibility distributions: New investigations
• scientific article; zbMATH DE number 3913447 (Why is no real title available?)
• New expressions for repeated upper tail integrals of the normal distribution
• Improved inference for the generalized Pareto distribution under linear, power and exponential normalization
• Limit theorems for order statistics with variable rank under exponential normalization
• On the exponential max-domain of attraction of the standard log-Fréchet distribution and subexponentiality
• On standard log-Fréchet and log-log-Fréchet laws

This page was built for publication: New limit distributions for extremes under a nonlinear normalization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5745019)