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

DOI10.1007/S11009-011-9264-5zbMATH Open1281.60050OpenAlexW2071969750MaRDI QIDQ370889FDOQ370889

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

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• Expansions for the distribution and the maximum from distributions with an asymptotically gamma tail when a trend is present
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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)

Cites Work

• Extreme value theory. An introduction.
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the solutions of stochastic traveling salesman problems
• Title not available (Why is that?)
• Multivariate Bell polynomials, series, chain rules, moments and inversion

Cited In (6)

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

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