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

DOI10.1007/S11749-015-0431-9zbMATH Open1332.60072OpenAlexW2057098290MaRDI QIDQ905103FDOQ905103

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

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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)

Cites Work

• NIST handbook of mathematical functions
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the Lambert \(w\) function
• On the rate of convergence of normal extremes
• Title not available (Why is that?)
• Fast computation of some asymptotic functional inverses
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the computer generation of the Erlang and negative binomial distributions with shape parameter equal to two

Cited In (5)

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

Uses Software

• Digital Library of Mathematical Functions

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