On large deviations of extremes under power normalization

DOI10.1016/J.SPL.2015.01.003MaRDI QIDQ2344863zbMATH OpenOpenAlexFDO

Authors Bo Feng, Shouquan Chen

Publication date 18 May 2015

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

Full work available at URL https://doi.org/10.1016/j.spl.2015.01.003

zbMATH Keywords

\(P\)-max stable lawsextremeslarge deviationspower normalization

Mathematics Subject Classification ID

Large deviations (60F10) Extreme value theory; extremal stochastic processes (60G70)

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Cites work

• A note on domains of attraction of p-max stable laws
• A note on tail behaviour of distributions in the max domain of attraction of the Fréchet/ Weibull law under power normalization
• Comparison between the rates of convergence of extremes under linear and under power normalization
• Extreme order statistics under power normalization and random sample size
• Extreme value theory. An introduction.
• Extremes and related properties of random sequences and processes
• scientific article; zbMATH DE number 437487 (Why is no real title available?)
• scientific article; zbMATH DE number 3913447 (Why is no real title available?)
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• Limit distributions of generalized order statistics under power normalization
• Limiting distributions of extreme order statistics under power normalization and random index
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• On convergence of extremes under power normalization
• On large deviation for extremes.
• On max domains of attraction of univariate p-max stable laws
• Second-order regular variation and rates of convergence in extreme-value theory

Cited in

(5)

• Extreme value modeling under power normalization
• Higher-order expansions of powered extremes of normal samples
• Expansions on extremes from logarithmic general error distribution under power normalization
• Rates of convergence of extreme for STSD under power normalization
• Asymptotic behavior of bootstrapped extreme order statistics under unknown power normalizing constants

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