scientific article; zbMATH DE number 4100397

MaRDI QIDQ3825933zbMATH OpenFDO

Authors José María Sarabia, Enrique Castillo, Janos Galambos

Publication date 1989

zbMATH Keywords

Cauchycumulative distribution functionsexponentialextreme value distributionGumbellocation and scale invariantMonte Carlo simulationsmall sample sizesuniform

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)

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Cited in

(18)

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• On testing the extreme value index via the POT-method
• A generalization of the power law distribution with nonlinear exponent
• Semi-parametric approach to the Hasofer-Wang and Greenwood statistics in extremes
• The contribution of the maximum to the sum of excesses for testing max-domains of attraction
• Mixtures of tails in clustered automobile collision claims
• Coherent and compatible statistical models in structural analysis
• Selecting an Extreme-Value Distribution and the Transforming to a Specified Distribution
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• An Adaptive Efficient Test for Gumbel Domain of Attraction
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• Diagnostic plots for identifying max domains of attraction under power normalization
• Extreme Value Theory and Statistics of Univariate Extremes: A Review
• How sensitive are tail-related risk measures in a contamination neighbourhood?

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