Extending statistics of extremes to distributions varying in position and scale and the implications for race models

DOI10.1006/jmps.2001.1399zbMath1018.62039WikidataQ58175286 ScholiaQ58175286MaRDI QIDQ701130

Richard M. Shiffrin, Denis Cousineau, Victor W. Goodman

Publication date: 16 October 2002

Published in: Journal of Mathematical Psychology (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/b4d253da3708559b5c33f91d626f45d2afad5555

zbMATH Keywords

applications; independent observations; bounded from below; normalized minimum; psychological processes; smoothing of data

Mathematics Subject Classification ID

60G70: Extreme value theory; extremal stochastic processes

62G32: Statistics of extreme values; tail inference

62P15: Applications of statistics to psychology

Related Items

A multivariate counting process with Weibull-distributed first-arrival times.

Uses Software

• Mathematica

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Possibly dependent probability summation of reaction time
• Extremes and related properties of random sequences and processes
• The horse race random utility model for choice probabilities and reaction times, and its competing risks interpretation
• Tails of subordinated laws: The regularly varying case
• Sur la distribution limite du terme maximum d'une série aléatoire
• Fighting the arch–enemy with mathematics‘
• Asymptotic behaviour of the convolution tail of distributions each having a first or second order regularly varying tail
• A random utility family that includes many of the ‘classical’ models and has closed form choice probabilities and choice reaction times