Slash distributions, generalized convolutions, and extremes

DOI10.1007/S10463-022-00858-YMaRDI QIDQ6173729zbMATH OpenOpenAlexFDO

Authors Marek Arendarczyk, Tomasz J. Kozubowski, Anna K. Panorska

Publication date 13 July 2023

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-022-00858-y

zbMATH Keywords

extreme value theorygeneralized convolutionheavy tailsKendall convolutionPareto distributionslash distribution

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(4)

• On univariate slash distributions, continuous and discrete
• A new class of slash-elliptical distributions
• Asymptotic properties of extremal Markov processes driven by Kendall convolution
• How exceptional is the extremal Kendall and Kendall-type convolution

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