On the distribution of linear combinations of independent Gumbel random variables

DOI10.1007/s11222-014-9453-5zbMath1331.62088OpenAlexW2070579991MaRDI QIDQ5963737

Miguel de Carvalho, Filipe J. Marques, Carlos A. Coelho

Publication date: 23 February 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://www.pure.ed.ac.uk/ws/files/31035687/marques2013.pdf

zbMATH Keywords

riskGumbel distributiongeneralized integer gamma distributiongeneralized near-integer gamma distributionnear-exact distributionphase type distributions

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Probability distributions: general theory (60E05)

Related Items (3)

On some properties of the low-dimensional Gumbel perturbations in the perturb-and-MAP model ⋮ Improved near-exact distributions for the product of independent generalized Gamma random variables ⋮ Approximations for the likelihood ratio statistic for hypothesis testing between two beta distributions

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