New power limits for extremes

DOI10.1007/S10687-013-0168-3MaRDI QIDQ2443886zbMATH OpenOpenAlexFDO

Authors Guus Balkema

Publication date 8 April 2014

Published in Extremes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10687-013-0168-3

zbMATH Keywords

\(g\)-and-\(h\) distributionBernoulli variableconvergence of typeshigh risk scenarioHill plotintermediate order statisticsmaximanon-linear normalizationpeaks over thresholdsresidual life timeWeibull tail

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Extreme value theory; extremal stochastic processes (60G70) Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic distribution theory in statistics (62E20)

Recommendations

• Limit laws for the norms of extremal samples
• Power limits for central order statistics. I. Continuous limit laws
• On the Convergence of the Density of the Power Normalized Maximum¹
• New limit distributions for extremes under a nonlinear normalization
• The Hill estimators under power normalization

Cites work

• Abelian and Tauberian Theorems on the Bias of the Hill Estimator
• EVT-based estimation of risk capital and convergence of high quantiles
• Exponential deconvolution: two asymptotically equivalent estimators
• Extreme value theory. An introduction.
• General max-stable laws
• Heavy-Tail Phenomena
• High risk scenarios and extremes. A geometric approach
• scientific article; zbMATH DE number 3913447 (Why is no real title available?)
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 4078473 (Why is no real title available?)
• scientific article; zbMATH DE number 3630061 (Why is no real title available?)
• scientific article; zbMATH DE number 3451194 (Why is no real title available?)
• scientific article; zbMATH DE number 3277118 (Why is no real title available?)
• Limit theorems for intermediate and central order statistics under nonlinear normalization
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• On Limit Distributions for Order Statistics
• Residual life time at great age
• Scaling of high-quantile estimators
• Statistical inference using extreme order statistics
• Understanding heavy tails in a bounded world or, is a truncated heavy tail heavy or not?

Cited in

(5)

• Limit laws for the norms of extremal samples
• The Hill estimators under power normalization
• Power limits for central order statistics. I. Continuous limit laws
• New limit distributions for extremes under a nonlinear normalization
• Limit laws for power sums and norms of i.i.d. samples

This page was built for publication: New power limits for extremes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2443886)