Tail Behavior of the General Error Distribution
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Publication:3391834
DOI10.1080/03610920802478367zbMath1167.62049OpenAlexW1997069636MaRDI QIDQ3391834
Peng Zuoxiang, Tong Bin, Saralees Nadarajah
Publication date: 13 August 2009
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920802478367
extreme value distributiongeneral error distributionMills' ratioStudent's \(t\) distributionpartial maximum
Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Statistics of extreme values; tail inference (62G32) Probability distributions: general theory (60E05)
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