Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
From MaRDI portal
Publication:4038355
DOI10.1137/1137119zbMATH Open0788.60033OpenAlexW2046649176MaRDI QIDQ4038355FDOQ4038355
Authors: N. R. Mohan, Sreenivasan Ravi
Publication date: 16 May 1993
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1137119
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)
Cited In (47)
- Some new characterizations of max domains of attraction of Fréchet and log-Fréchet laws under power normalization
- Limit Theorems for Random Exponentials: The Bounded Support Case
- Expansions on extremes from logarithmic general error distribution under power normalization
- Extreme value modeling under power normalization
- Continuation theorems of the extremes under power normalization
- On the rate of convergence to asymptotic independence between order statistics under power normalization with extension to the generalized order statistics
- Asymptotic distribution of normalized maximum under finite mixture models
- On limit distributions for intermediate order statistics under power normalization
- A test procedure for distinguishing logarithmically decaying tail from polynomially decaying tail
- A note on domains of attraction of \(p\)-max stable laws
- On the exponential max-domain of attraction of the standard log-Fréchet distribution and subexponentiality
- Limit theorems for order statistics with variable rank under exponential normalization
- On the asymptotic behaviour of extremes and near maxima of random observations from the general error distributions
- Additional extreme distribution for modeling extreme value data
- Domains of geometric partial attraction of max-semistable laws: Structure, merge and almost sure limit theorems
- Domains of attraction of asymptotic distributions of extreme generalized order statistics
- Distributional expansions on extremes from skew-normal distribution under power normalization
- Limit distributions of generalized order statistics under power normalization
- New power limits for extremes
- Diagnostic plots for identifying max domains of attraction under power normalization
- On large deviations of extremes under power normalization
- On sums of independent random variables whose distributions belong to the max domain of attraction of max stable laws
- A note on power generalized extreme value distribution and its properties
- Distance between exact and approximate distributions of partial maxima under power normalization
- On convergence of extremes under power normalization
- Rates of convergence of extreme for general error distribution under power normalization
- Rates of convergence of extreme for STSD under power normalization
- Comparison between the rates of convergence of extremes under linear and under power normalization
- Scaling of high-quantile estimators
- On von Mises type conditions for \(p\)-max stable laws, rates of convergence and generalized log Pareto distributions
- General max-stable laws
- The Hill estimators under power normalization
- Rates of convergence of lognormal extremes under power normalization
- Bootstrapping extremes of random variables under power normalization
- Limiting distributions of extreme order statistics under power normalization and random index
- On Max-Multiscaling Distributions as Extended Max-Semistable Ones
- Title not available (Why is that?)
- A new flexible extreme value model for modeling the extreme value data, with an application to environmental data
- Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization
- On the intersection of max domains of attraction of \(p\)-max stable laws and the class of subexponential distributions
- Power limits for central order statistics. I. Continuous limit laws
- On max domains of attraction of univariate \(p\)-max stable laws
- Asymptotic theory of extreme dual generalized order statistics
- Title not available (Why is that?)
- A note on domains of attraction of the limit laws of intermediate order statistics under power normalization
- Limit theorems for intermediate and central order statistics under nonlinear normalization
- On extremes of mixtures of distributions
This page was built for publication: Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4038355)