On convergence of extremes under power normalization

DOI10.1007/S10687-012-0161-2MaRDI QIDQ385626zbMATH OpenOpenAlexFDO

Authors Yuliang Shuai, Zuoxiang Peng, Saralees Nadarajah

Publication date 2 December 2013

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10687-012-0161-2

zbMATH Keywords

extreme value distributionmoment convergencepower normalizationdensity convergence

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)

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Cites work

• scientific article; zbMATH DE number 437487 (Why is no real title available?)
• scientific article; zbMATH DE number 3913447 (Why is no real title available?)
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• A note on domains of attraction of p-max stable laws
• A note on tail behaviour of distributions in the max domain of attraction of the Fréchet/ Weibull law under power normalization
• Comparison between the rates of convergence of extremes under linear and under power normalization
• Extreme order statistics under power normalization and random sample size
• Extreme value theory. An introduction.
• Limiting distributions of extreme order statistics under power normalization and random index
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• On max domains of attraction of univariate p-max stable laws

Cited in

(11)

• Expansions on extremes from logarithmic general error distribution under power normalization
• Extreme value modeling under power normalization
• Continuation theorems of the extremes under power normalization
• Higher order asymptotic behaviour of partial maxima of random sample from generalized Maxwell distribution under power normalization
• Distributional expansions on extremes from skew-normal distribution under power normalization
• On large deviations of extremes under power normalization
• Rates of convergence of extreme for STSD under power normalization
• On von Mises type conditions for \(p\)-max stable laws, rates of convergence and generalized log Pareto distributions
• Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization
• On the convergence of extreme distributions under power normalization
• Moment convergence of powered normal extremes

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