Maxima of gamma random variables and other Weibull-like distributions and the Lambert W function

DOI10.1007/S11749-015-0431-9MaRDI QIDQ905103zbMATH OpenOpenAlexFDO

Authors Armengol Gasull, José A. López-Salcedo, Frederic Utzet

Publication date 14 January 2016

Published in Test (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11749-015-0431-9

zbMATH Keywords

extreme value theoryLambert functiongamma distributionsWeibull-like distributions

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32) Central limit and other weak theorems (60F05) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)

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Cites work

• scientific article; zbMATH DE number 3886512 (Why is no real title available?)
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• scientific article; zbMATH DE number 4069000 (Why is no real title available?)
• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• scientific article; zbMATH DE number 3308311 (Why is no real title available?)
• Fast computation of some asymptotic functional inverses
• NIST handbook of mathematical functions
• On the Lambert \(w\) function
• On the computer generation of the Erlang and negative binomial distributions with shape parameter equal to two
• On the rate of convergence of normal extremes

Cited in

(5)

• On accompanying measures and asymptotic expansions in the B. V. Gnedenko limit theorem
• Logarithmic Lambert \(W \times \mathcal{F}\) random variables for the family of chi-squared distributions and their applications
• Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend
• Controlling the familywise error rate when performing multiple comparisons in a linear latent variable model
• On the norming constants for normal maxima

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Uses Software

• DLMF

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