Expansions for the distribution of the maximum from distributions with a power tail when a trend is present

DOI10.1007/S11009-011-9264-5MaRDI QIDQ370889zbMATH OpenOpenAlexFDO

Authors Christopher S. Withers, Saralees Nadarajah

Publication date 20 September 2013

Published in Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11009-011-9264-5

zbMATH Keywords

trendmaximumextreme value distributionBell polynomialsexpansionspower tails

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Extreme value theory; extremal stochastic processes (60G70) Approximations to statistical distributions (nonasymptotic) (62E17)

Recommendations

• Expansions for the distribution and the maximum from distributions with an asymptotically gamma tail when a trend is present
• Asymptotic behavior of the maximum from distributions subject to trends in location and scale
• Expansions for the joint distribution of the sample maximum and sample estimate
• Higher-order expansions for distributions of extremes from general error distribution
• Higher order asymptotic expansions of distributions of extremes from mixed Fisher distribution under two normalization conditions

Cites work

• scientific article; zbMATH DE number 3443655 (Why is no real title available?)
• scientific article; zbMATH DE number 5242364 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• Extreme value theory. An introduction.
• Multivariate Bell polynomials, series, chain rules, moments and inversion
• On the solutions of stochastic traveling salesman problems

Cited in

(6)

• The asymptotic behaviour of the maximum of a random sample subject to trends in location and scale
• Expansions for the joint distribution of the sample maximum and sample estimate
• The distribution of the minimum of a positive sample
• Asymptotic behavior of the maximum from distributions subject to trends in location and scale
• Expansions for quantiles and multivariate moments of extremes for heavy tailed distributions
• Expansions for the distribution and the maximum from distributions with an asymptotically gamma tail when a trend is present

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