Asymptotic behavior of the maximum from distributions subject to trends in location and scale

DOI10.1016/j.spl.2013.06.001zbMath1281.62055OpenAlexW1966690760MaRDI QIDQ2435726

Christopher S. Withers, Saralees Nadarajah

Publication date: 19 February 2014

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

Full work available at URL: https://doi.org/10.1016/j.spl.2013.06.001

zbMATH Keywords

asymptotic distributions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32)

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Cites Work

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• Expansions for the distribution of the maximum from distributions with a power tail when a trend is present
• Extreme values of portfolio of Gaussian processes and a trend
• Extremes and related properties of random sequences and processes
• On maxima of partial samples in Gaussian sequences with pseudo-stationary trends
• Saddlepoint expansions in terms of Bell polynomials
• The asymptotic behaviour of the maximum of a random sample subject to trends in location and scale
• Extreme value theory for processes with periodic variances

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