On von Mises type conditions for \(p\)-max stable laws, rates of convergence and generalized log Pareto distributions

DOI10.1016/J.JSPI.2011.03.024zbMath1216.62019OpenAlexW2050777496MaRDI QIDQ546078

Sreenivasan Ravi, Attahalli Shivanarayanaprasad Praveena

Publication date: 24 June 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.03.024

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Characterization and structure theory of statistical distributions (62E10)

Related Items (2)

Distance between exact and approximate distributions of partial maxima under power normalization ⋮ Some new characterizations of max domains of attraction of Fréchet and log-Fréchet laws under power normalization

Cites Work

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• Generalizing the Pareto to the log-Pareto model and statistical inference
• Von Mises conditions revisited
• On estimating the endpoint of a distribution
• Approximate distributions of order statistics. With applications to nonparametric statistics
• Von Mises conditions, \(\delta\)-neighborhoods and rates of convergence for maxima
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• On the Convergence of the Density of the Power Normalized Maximum¹
• Asymptotic inference about a density function at an end of its range

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