Expansions for the distribution of the maximum from distributions with a power tail when a trend is present
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Publication:370889
DOI10.1007/s11009-011-9264-5zbMath1281.60050MaRDI QIDQ370889
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
62E15: Exact distribution theory in statistics
60G70: Extreme value theory; extremal stochastic processes
62E17: Approximations to statistical distributions (nonasymptotic)
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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
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