On max domains of attraction of univariate p-max stable laws

DOI10.1016/0167-7152(94)90176-7zbMATH Open0803.60023OpenAlexW2061741078MaRDI QIDQ1324544FDOQ1324544

Authors U. R. Subramanya 

Publication date 3 January 1995

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(94)90176-7

zbMATH Keywords

\(p\)-max stable lawspower normalizationmax domain of attraction

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Central limit and other weak theorems (60F05)

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Cites work

• scientific article; zbMATH DE number 3913447 (Why is no real title available?)
• scientific article; zbMATH DE number 3359478 (Why is no real title available?)
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws

Cited in

(44)

• Limit distributions of generalized order statistics under power normalization
• scientific article; zbMATH DE number 799957 (Why is no real title available?)
• scientific article; zbMATH DE number 1484287 (Why is no real title available?)
• On the exponential max-domain of attraction of the standard log-Fréchet distribution and subexponentiality
• scientific article; zbMATH DE number 437487 (Why is no real title available?)
• Continuation theorems of the extremes under power normalization
• Generalizing the Pareto to the log-Pareto model and statistical inference
• General max-stable laws
• On the rate of convergence to asymptotic independence between order statistics under power normalization with extension to the generalized order statistics
• On sums of independent random variables whose distributions belong to the max domain of attraction of max stable laws
• A note on entropies of l-max stable, p-max stable, generalized Pareto and generalized log-Pareto distributions
• On the intersection of max domains of attraction of \(p\)-max stable laws and the class of subexponential distributions
• On storage models
• Max domains of attraction of univariate and multivariate \(p\)-max stable laws
• Distributional expansions on extremes from skew-normal distribution under power normalization
• Domains of geometric partial attraction of max-semistable laws: Structure, merge and almost sure limit theorems
• Extreme value analysis for progressively type-II censored order statistics
• On convergence of extremes under power normalization
• Bootstrapping extremes of random variables under power normalization
• Rates of convergence of lognormal extremes under power normalization
• A note on domains of attraction of the limit laws of intermediate order statistics under power normalization
• Additional extreme distribution for modeling extreme value data
• On limit distributions for intermediate order statistics under power normalization
• Diagnostic plots for identifying max domains of attraction under power normalization
• Existence of multivariate max-universal laws
• Expansions on extremes from logarithmic general error distribution under power normalization
• On Stochastic Evolution Equations with Stochastic Boundary Conditions
• On large deviations of extremes under power normalization
• A note on tail behaviour of distributions in the max domain of attraction of the Fréchet/ Weibull law under power normalization
• Rates of convergence of extreme for general error distribution under power normalization
• Some new characterizations of max domains of attraction of Fréchet and log-Fréchet laws under power normalization
• A unified representation of \(p\)-max stable distributions
• Conditions based on conditional moments for max-stable limit laws
• A note on domains of attraction of \(p\)-max stable laws
• The Hill estimators under power normalization
• Extreme value modeling under power normalization
• Rates of convergence of extreme for STSD under power normalization
• Limit theorems for intermediate and central order statistics under nonlinear normalization
• Restricted domains of attraction of \(\exp (-e^{-x})\)
• Higher order asymptotic behaviour of partial maxima of random sample from generalized Maxwell distribution under power normalization
• Limiting distributions of extreme order statistics under power normalization and random index
• A new flexible extreme value model for modeling the extreme value data, with an application to environmental data
• Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization
• Rarely Observed Sample Maxima

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