Expansions for the joint distribution of the sample maximum and sample estimate

zbMATH Open1192.62040MaRDI QIDQ987767FDOQ987767

Authors: Christopher S. Withers, Saralees Nadarajah 

Publication date: 13 August 2010

Published in: Sankhyā. Series A (Search for Journal in Brave)

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Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Approximations to statistical distributions (nonasymptotic) (62E17)

Cited In (3)

• Expansions for the distribution and the maximum from distributions with an asymptotically gamma tail when a trend is present
• The joint distribution of the sample minimum and maximum from a smooth distribution on \(\left[w_1, w_2\right]\)
• Expansions for the distribution of the maximum from distributions with a power tail when a trend is present

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