Samples of iid lognormals: approximations for characteristics of minima

DOI10.1080/03610918.2013.863924zbMATH Open1338.62147OpenAlexW2056088091MaRDI QIDQ2809623FDOQ2809623

Authors: Reinhard Brandner, Ernst Stadlober 

Publication date: 30 May 2016

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.863924

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zbMATH Keywords

heuristic approachextended power modelfinite (small) samplesminima of iid lognormals

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Statistical decision theory (62C99)

Cites Work

• Order Statistics
• A First Course in Order Statistics
• Title not available (Why is that?)
• Analysis of extreme values of natural processes: Statistical description of the maximum

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