Distance between exact and approximate distributions of partial maxima under power normalization

DOI10.15559/15-VMSTA42zbMath1352.60073arXiv1601.01143OpenAlexW3104650831MaRDI QIDQ340800

Attahalli Shivanarayanaprasad Praveena, Sreenivasan Ravi

Publication date: 15 November 2016

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.01143

zbMATH Keywords

Hellinger distancevariational distancegeneralized log-Pareto distributionpartial maximavon-Mises type parameterization

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Probability distributions: general theory (60E05)

Cites Work

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• On von Mises type conditions for \(p\)-max stable laws, rates of convergence and generalized log Pareto distributions
• Generalizing the Pareto to the log-Pareto model and statistical inference
• Minimum Hellinger distance estimation with inlier modification
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Laws of Small Numbers: Extremes and Rare Events
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• On the Convergence of the Density of the Power Normalized Maximum¹

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