scientific article
From MaRDI portal
Publication:3825933
zbMath0672.62035MaRDI QIDQ3825933
José María Sarabia, Enrique F. Castillo, Janos Galambos
Publication date: 1989
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Monte Carlo simulationextreme value distributionexponentialuniformsmall sample sizesCauchyGumbelcumulative distribution functionslocation and scale invariant
Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)
Related Items
Diagnostic plots for identifying max domains of attraction under power normalization ⋮ Extreme quantile estimation in \(\delta\)-neighborhoods of generalized Pareto distributions ⋮ Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes ⋮ LAN of extreme order statistics ⋮ On testing the extreme value index via the POT-method ⋮ Extreme Value Theory and Statistics of Univariate Extremes: A Review ⋮ Coherent and Compatible Statistical Models in Structural Analysis ⋮ A generalization of the power law distribution with nonlinear exponent ⋮ The contribution of the maximum to the sum of excesses for testing max-domains of attraction ⋮ Mixtures of tails in clustered automobile collision claims
