On the characteristic function of extrema with some applications

MaRDI QIDQ4606519zbMATH OpenFDO

Authors M. Aparna Aravindakshan, C. Chandran

Publication date 8 March 2018

Full work available at URL http://probstat.org.in/PSF-2017-09.pdf

zbMATH Keywords

characteristic functiondistribution functiondistributions closed under extremamaximaminima

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10)

Recommendations

• scientific article; zbMATH DE number 4034744
• Some extremal properties of sums of independent random variables
• An offspring of multivariate extreme value theory: the -characteristic function
• On the characteristic functions for extreme value distributions
• General scheme of maxima of sums of independent random variables and its applications

Cited in

(7)

• Scaling of the minimum of iid random variables
• scientific article; zbMATH DE number 4034744 (Why is no real title available?)
• Comparision of expectations of the extreme of sums and the sum of extremes from gamma distributions
• Characterizations of Maximal Elements for Extended Real Valued Increasing and Co-Radiant Functions
• An offspring of multivariate extreme value theory: the -characteristic function
• Characteristic function of the positive part of a random variable and related results, with applications
• On the characteristic functions for extreme value distributions

This page was built for publication: On the characteristic function of extrema with some applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4606519)