On max domains of attraction of univariate \(p\)-max stable laws
From MaRDI portal
Publication:1324544
DOI10.1016/0167-7152(94)90176-7zbMath0803.60023OpenAlexW2061741078MaRDI QIDQ1324544
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
Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)
Related Items (26)
Limit distributions of generalized order statistics under power normalization ⋮ Higher order asymptotic behaviour of partial maxima of random sample from generalized Maxwell distribution under power normalization ⋮ Expansions on extremes from logarithmic general error distribution under power normalization ⋮ A new flexible extreme value model for modeling the extreme value data, with an application to environmental data ⋮ Some new characterizations of max domains of attraction of Fréchet and log-Fréchet laws under power normalization ⋮ Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization ⋮ A note on domains of attraction of \(p\)-max stable laws ⋮ On convergence of extremes under power normalization ⋮ Generalizing the Pareto to the log-Pareto model and statistical inference ⋮ Rates of convergence of extreme for general error distribution under power normalization ⋮ On the exponential max-domain of attraction of the standard log-Fréchet distribution and subexponentiality ⋮ Distributional expansions on extremes from skew-normal distribution under power normalization ⋮ Rates of convergence of extreme for STSD under power normalization ⋮ A note on domains of attraction of the limit laws of intermediate order statistics under power normalization ⋮ Bootstrapping extremes of random variables under power normalization ⋮ On limit distributions for intermediate order statistics under power normalization ⋮ On the rate of convergence to asymptotic independence between order statistics under power normalization with extension to the generalized order statistics ⋮ Limit theorems for intermediate and central order statistics under nonlinear normalization ⋮ Extreme value modeling under power normalization ⋮ Rates of convergence of lognormal extremes under power normalization ⋮ The Hill estimators under power normalization ⋮ ADDITIONAL EXTREME DISTRIBUTION FOR MODELING EXTREME VALUE DATA ⋮ Continuation theorems of the extremes under power normalization ⋮ On large deviations of extremes under power normalization ⋮ Limiting distributions of extreme order statistics under power normalization and random index ⋮ Extreme Value Analysis for Progressively Type-II Censored Order Statistics
Cites Work
This page was built for publication: On max domains of attraction of univariate \(p\)-max stable laws