Tail Behavior of the General Error Distribution

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

zbMATH Keywords

extreme value distributiongeneral error distributionMills' ratioStudent's \(t\) distributionpartial maximum

Mathematics Subject Classification ID

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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