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

DOI10.1007/s11749-015-0431-9zbMath1332.60072OpenAlexW2057098290MaRDI QIDQ905103

José A. López-Salcedo, Armengol Gasull, 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

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

Related Items (3)

On Accompanying Measures and Asymptotic Expansions in the B. V. Gnedenko Limit Theorem ⋮ Controlling the familywise error rate when performing multiple comparisons in a linear latent variable model ⋮ Extreme value theory for a sequence of suprema of a class of Gaussian processes with trend

Uses Software

• DLMF

Cites Work

• On the computer generation of the Erlang and negative binomial distributions with shape parameter equal to two
• Fast computation of some asymptotic functional inverses
• On the Lambert \(w\) function
• On the rate of convergence of normal extremes
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