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

DOI10.1239/JAP/1402578641zbMATH Open1305.60018OpenAlexW2023109566MaRDI QIDQ5169742FDOQ5169742

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

Recommendations

• Tail Behavior of the General Error Distribution
• Higher-order expansions for distributions of extremes from general error distribution
• Asymptotic expansions of the moments of extremes from general error distribution
• On the asymptotic behavior of maxima and near-maxima of random observations from three parameter lognormal distribution
• Higher order asymptotic behaviour of partial maxima of random sample from generalized Maxwell distribution under power normalization

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)

Cites Work

• Conditional Heteroskedasticity in Asset Returns: A New Approach
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A note on the number of observations near an order statistic
• Tail Behavior of the General Error Distribution
• ON THE NUMBER OF RECORDS NEAR THE MAXIMUM
• Convergence rate of extremes for the general error distribution
• Title not available (Why is that?)
• A note on the number of records near the maximum
• Title not available (Why is that?)
• Limit theorems for the number and sum of near-maxima for medium tails.
• The number and sum of near-maxima for thin-tailed populations
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• A further look at robustness via Bayes's theorem
• Criteria for convergence of the number of near maxima for long tails
• A note on criterion robustness and inference robustness
• Robustness of theil's mixed regression estimators

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

This page was built for publication: On the asymptotic behaviour of extremes and near maxima of random observations from the general error distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5169742)