Discretization of distributions in the maximum domain of attraction

DOI10.1007/s10687-011-0137-7zbMath1329.60159MaRDI QIDQ907279

Takaaki Shimura

Publication date: 25 January 2016

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-011-0137-7

zbMATH Keywords

extreme value distribution; Gumbel distribution; maximum domain of attraction; discrete distribution

Mathematics Subject Classification ID

60G70: Extreme value theory; extremal stochastic processes

62G32: Statistics of extreme values; tail inference

60E05: Probability distributions: general theory

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Uses Software

• QRM

Cites Work

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