Comparison between the rates of convergence of extremes under linear and under power normalization

DOI10.1007/S00362-008-0128-1zbMath1247.60030OpenAlexW2015379306MaRDI QIDQ451373

Magdy E. El-Adll, E. M. Nigm, H. M. Barakat

Publication date: 23 September 2012

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-008-0128-1

zbMATH Keywords

regular variationuniform metric\(\ell \)-max-stable laws\(p\)-max-stable lawstotal variation matric

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Exact distribution theory in statistics (62E15) Order statistics; empirical distribution functions (62G30)

Related Items (17)

SOME MEASURES INFORMATION FOR GENERALIZED AND q-GENERALIZED EXTREME VALUES AND ITS PROPERTIES ⋮ Higher order asymptotic behaviour of partial maxima of random sample from generalized Maxwell distribution under power normalization ⋮ Bootstrap method for central and intermediate order statistics under power normalization ⋮ Expansions on extremes from logarithmic general error distribution under power normalization ⋮ 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 convergence of extremes under power normalization ⋮ Asymptotic order statistics of mixtures of distributions ⋮ Distributional expansions on extremes from skew-normal distribution under power normalization ⋮ On the rate of convergence to asymptotic independence between order statistics under power normalization with extension to the generalized order statistics ⋮ Limit theorems for intermediate and central order statistics under nonlinear normalization ⋮ Extreme value modeling under power normalization ⋮ The Hill estimators under power normalization ⋮ The estimations under power normalization for the tail index, with comparison ⋮ Scaling of High-Quantile Estimators ⋮ On large deviations of extremes under power normalization ⋮ Improved inference for the generalized Pareto distribution under linear, power and exponential normalization

Cites Work

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• Second-order regular variation and rates of convergence in extreme-value theory
• A note on domains of attraction of \(p\)-max stable laws
• A convergence rate in extreme-value theory
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• On the rate of convergence of normal extremes
• Limit distributions of generalized order statistics under power normalization

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