Approxmating the distribution of the maximum of a dependent stationary sequence based on estimatimates from a genrating function

DOI10.1080/03610928808829836zbMATH Open0696.62041OpenAlexW1973410486MaRDI QIDQ3473010FDOQ3473010

Authors: W. P. McCormick, Jack H. Reeves 

Publication date: 1988

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928808829836

Recommendations

• Rates of convergence and approximations to the distribution of the maximum of chain-dependent sequence
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zbMATH Keywords

extreme valuesgenerating functionnumerical comparison

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Extremes and related properties of random sequences and processes
• Title not available (Why is that?)
• On the rate of convergence of normal extremes
• Estimating probabilities for normal extremes
• Title not available (Why is that?)
• An improved Bonferroni inequality and applications
• Title not available (Why is that?)
• The rate of convergence in law of the maximum of an exponential sample
• Asymptotic Methods in Enumeration
• A Combinatorial Identity and Its Application to the Problem Concerning the First Occurrence of a Rare Event
• Penultimate limiting forms in extreme value theory
• The penultimate form of approximation to normal extremes
• On a general random exchange model

Cited In (2)

• Approximating the distribution of an extreme value statistic based on estimates from a generating function
• Rates of convergence and approximations to the distribution of the maximum of chain-dependent sequence

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