On the probability of being maximal

DOI10.1111/J.1467-842X.2008.00524.XMaRDI QIDQ2810365zbMATH OpenOpenAlexFDO

Authors Deyuan Li

Publication date 1 June 2016

Published in Australian \& New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-842x.2008.00524.x

zbMATH Keywords

demandextreme value theorynear-maximarandom utility

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Approximations to statistical distributions (nonasymptotic) (62E17) Statistics of extreme values; tail inference (62G32)

Recommendations

• Remarks on domination of maxima
• New limiting distributions of maxima of independent random variables
• Penultimate limiting forms in extreme value theory
• Two theorems on the sequence of maxima of independent random variables
• Stability of extremes with random sample size

Cites work

• A remark on quadrant normal probabilities in high dimensions
• Approximations to the tail empirical distribution function with application to testing extreme value conditions
• Extreme value theory. An introduction.
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 1026035 (Why is no real title available?)
• Limit laws for the number of near maxima via the Poisson approximation
• On the number of near-maximum insurance claim under dependence.
• ON THE NUMBER OF RECORDS NEAR THE MAXIMUM
• Remarks on domination of maxima
• Second-order regular variation and rates of convergence in extreme-value theory
• Tail approximations to the density function in EVT
• The continuous and differentiable domains of attraction of the extreme value distributions
• The number and sum of near-maxima for thin-tailed populations

Cited in

(6)

• Multivariate extreme value distributions and coverage of ranking probabilities
• Exact maximum expected differential and linear probability for 2-round Kuznyechik
• scientific article; zbMATH DE number 3894839 (Why is no real title available?)
• Maximal Percentages in Pólya's Urn
• A phase transition for the probability of being a maximum among random vectors with general iid coordinates
• Asymptotics of the convex hull of spherically symmetric samples

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