Asymptotic distributions of record values under exponential normalization

DOI10.36045/BBMS/1579402820MaRDI QIDQ2295728zbMATH OpenOpenAlexWikidataFDO

Authors H. M. Barakat, E. M. Nigm, E. O. Abo Zaid

Publication date 14 February 2020

Published in Bulletin of the Belgian Mathematical Society - Simon Stevin (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.bbms/1579402820

zbMATH Keywords

\(e\)-max stable laws\(l\)-max stable laws\(p\)-max stable lawsextreme value theorynonlinear normalizationrecord values

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70)

Review text

The article derives limit laws for record values under a nonlinear norming called exponential norming introduced by \textit{S. Ravi} and \textit{T. S. Mavitha} [ProbStat Forum 9, Article No. 01, 1--20 (2016; Zbl 1333.60107)], and studies the domains of attraction of the derived limit laws under exponential norming. Four illustrative examples are given.

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Cited in

(5)

• On the normal record values and associated inference
• Limit theorems for record values using power normalization
• New limit distributions for extremes under a nonlinear normalization
• Improved inference for the generalized Pareto distribution under linear, power and exponential normalization
• Limit theorems for order statistics with variable rank under exponential normalization

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