Rates of convergence of extreme for STSD under power normalization

DOI10.1016/J.JKSS.2014.02.001zbMATH Open1304.60037OpenAlexW2025449385MaRDI QIDQ488609FDOQ488609

Authors Shouquan Chen, Bo Feng 

Publication date 26 January 2015

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jkss.2014.02.001

zbMATH Keywords

maximumsymmetric distributionuniform convergence rate\(p\)-max stable lawsshort-tailed

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Strong limit theorems (60F15)

Recommendations

• Rates of convergence of extreme for general error distribution under power normalization
• On convergence of extremes under power normalization
• Comparison between the rates of convergence of extremes under linear and under power normalization
• Rates of convergence of lognormal extremes under power normalization
• On large deviations of extremes under power normalization

Cites work

• scientific article; zbMATH DE number 437487 (Why is no real title available?)
• scientific article; zbMATH DE number 3913447 (Why is no real title available?)
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 3359478 (Why is no real title available?)
• A note on domains of attraction of \(p\)-max stable laws
• Extremes and related properties of random sequences and processes
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• On max domains of attraction of univariate \(p\)-max stable laws
• On the rate of convergence of STSD extremes
• On the rate of convergence of normal extremes
• Rates of convergence of extreme for general error distribution under power normalization
• Tail behavior and extremes of short-tailed symmetric distribution

Cited in

(7)

• Distributional expansions on extremes from skew-normal distribution under power normalization
• On convergence of extremes under power normalization
• On the rate of convergence of STSD extremes
• On large deviations of extremes under power normalization
• On the convergence of extreme distributions under power normalization
• Higher order asymptotic behaviour of partial maxima of random sample from generalized Maxwell distribution under power normalization
• Comparison between the rates of convergence of extremes under linear and under power normalization

This page was built for publication: Rates of convergence of extreme for STSD under power normalization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q488609)