Rates of convergence of extremes for mixed exponential distributions

DOI10.1016/J.MATCOM.2010.07.003MaRDI QIDQ609082zbMATH OpenOpenAlexFDO

Authors Peng Zuoxiang, Zhi Chao Weng, Saralees Nadarajah

Publication date 30 November 2010

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2010.07.003

zbMATH Keywords

rate of convergenceexponential distributionextreme value distributionfinite mixture

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32) Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

Recommendations

• scientific article; zbMATH DE number 7108916
• Rates of convergence for densities in extreme value theory
• Convergence rates for the moments of extremes
• scientific article; zbMATH DE number 3878148
• scientific article; zbMATH DE number 5272048
• scientific article; zbMATH DE number 1547070
• Rates of convergence in multivariate extreme value theory
• Rates of convergence for bivariate extremes

Cites work

• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• A Continuous Time Markov Model for the Length of Stay of Elderly People in Institutional Long-Term Care
• A statistical model of the duration of mental hospitalization: The mixed exponential distribution*
• Continuous-time Markov models for geriatric patient behaviour
• Extremes and related properties of random sequences and processes
• Geriatric-patient flow-rate modelling
• The rate of convergence in law of the maximum of an exponential sample

Cited in

(6)

• Tail behavior and limit distribution of maximum of logarithmic general error distribution
• Mixed-rates asymptotics
• Convergence rates of limit distribution of maxima of lognormal samples
• scientific article; zbMATH DE number 7108916 (Why is no real title available?)
• Tail properties and approximate distribution and expansion for extreme of LGMD
• scientific article; zbMATH DE number 4076186 (Why is no real title available?)

This page was built for publication: Rates of convergence of extremes for mixed exponential distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q609082)