Rates of convergence of extremes for mixed exponential distributions

DOI10.1016/J.MATCOM.2010.07.003zbMATH Open1201.62028OpenAlexW2025883083MaRDI QIDQ609082FDOQ609082

Zhi Chao Weng, Saralees Nadarajah, Peng Zuoxiang

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

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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)

Cites Work

• Extremes and related properties of random sequences and processes
• Title not available (Why is that?)
• A Continuous Time Markov Model for the Length of Stay of Elderly People in Institutional Long-Term Care
• The rate of convergence in law of the maximum of an exponential sample
• A statistical model of the duration of mental hospitalization: The mixed exponential distribution*
• Continuous-time Markov models for geriatric patient behaviour
• Geriatric-patient flow-rate modelling

Cited In (6)

• Mixed-rates asymptotics
• Convergence rates of limit distribution of maxima of lognormal samples
• Title not available (Why is that?)
• Tail Behavior and Limit Distribution of Maximum of Logarithmic General Error Distribution
• Tail properties and approximate distribution and expansion for extreme of LGMD
• Title not available (Why is that?)

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