Samples of iid lognormals: approximations for characteristics of minima

DOI10.1080/03610918.2013.863924MaRDI QIDQ2809623zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 193078 (Why is no real title available?)
• A First Course in Order Statistics
• Analysis of extreme values of natural processes: Statistical description of the maximum
• Order Statistics

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