On the asymptotic behaviour of extremes and near maxima of random observations from the general error distributions

DOI10.1239/JAP/1402578641MaRDI QIDQ5169742zbMATH OpenOpenAlexFDO

Authors J. Vasantha Kumari, Sreenivasan Ravi, R. Vasudeva

Publication date 11 July 2014

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/jap/1402578641

zbMATH Keywords

general error distributionGumbel distributionpower normalizationnear maximastrong law for partial maxima

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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• A further look at robustness via Bayes's theorem
• A note on criterion robustness and inference robustness
• A note on the number of observations near an order statistic
• A note on the number of records near the maximum
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• Convergence rate of extremes for the general error distribution
• Criteria for convergence of the number of near maxima for long tails
• Limit theorems for the number and sum of near-maxima for medium tails.
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• ON THE NUMBER OF RECORDS NEAR THE MAXIMUM
• Robustness of theil's mixed regression estimators
• Tail Behavior of the General Error Distribution
• The number and sum of near-maxima for thin-tailed populations

Cited in

(5)

• The limiting distribution of finite mixture general error distribution
• Tail Behavior of the General Error Distribution
• Asymptotic Distributions of the Generalized Range, Midrange, Extremal Quotient, and Extremal Product, with a Comparison Study
• Higher-order expansions of powered extremes of logarithmic general error distribution
• On the asymptotic behavior of maxima and near-maxima of random observations from three parameter lognormal distribution

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