On extremes of mixtures of distributions
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Publication:2655285
DOI10.1007/s00184-008-0206-3zbMath1181.60017OpenAlexW1983394710MaRDI QIDQ2655285
Sreenivasan Ravi, Sreehari Maddipatla
Publication date: 25 January 2010
Published in: Metrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00184-008-0206-3
extreme value distributionsmixturespower normalizationlinear normalizationmax domains of attractionmax stable lawsp-max stable laws
Infinitely divisible distributions; stable distributions (60E07) Probability distributions: general theory (60E05)
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Identification of first-price auctions with non-equilibrium beliefs: a measurement error approach ⋮ Asymptotic order statistics of mixtures of distributions
Cites Work
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- Asymptotic distribution of normalized maximum under finite mixture models
- Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
- Limit laws for mixtures with applications to asymptotic theory of extremes
- On a Class of Symmetric Nonnormal Distributions with a Kurtosis of Three
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