Tail Behavior of the General Error Distribution

DOI10.1080/03610920802478367MaRDI QIDQ3391834zbMATH OpenOpenAlexFDO

Authors Peng Zuoxiang, Tong Bin, Saralees Nadarajah

Publication date 13 August 2009

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920802478367

zbMATH Keywords

extreme value distributiongeneral error distributionMills' ratiopartial maximumStudent's \(t\) distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)

Recommendations

• Tail behavior of the generalized Maxwell distribution
• Tail behavior and limit distribution of maximum of logarithmic general error distribution
• On the asymptotic behaviour of extremes and near maxima of random observations from the general error distributions
• Distributional expansion of maximum from logarithmic general error distribution
• The limiting distribution of finite mixture general error distribution

Cites work

• Asymptotic Tail Properties of Student'st-Distribution
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• Dependency and false discovery rate: asymptotics
• Extremes and related properties of random sequences and processes
• scientific article; zbMATH DE number 4030574 (Why is no real title available?)
• On the rate of convergence of normal extremes

Cited in

(20)

• Research on risk mechanism of China's carbon financial market development from the perspective of ecological civilization
• Group sparse recovery in impulsive noise via alternating direction method of multipliers
• Higher-order expansions for distributions of extremes from general error distribution
• Density expansions of extremes from general error distribution with applications
• Tail behavior and extremes of short-tailed symmetric distribution
• Tail behavior of the generalized Maxwell distribution
• Asymptotic properties for distributions and densities of extremes from generalized gamma distribution
• A general version of the short-tailed symmetric distribution
• The limiting distribution of finite mixture general error distribution
• Rates of convergence of extreme for general error distribution under power normalization
• Convergence rates of limit distribution of maxima of lognormal samples
• Asymptotic expansions of the moments of extremes from general error distribution
• Convergence rate of extremes for the general error distribution
• Tail behavior and extremes of the beta-normal distribution
• Tail properties and approximate distribution and expansion for extreme of LGMD
• On the asymptotic behaviour of extremes and near maxima of random observations from the general error distributions
• Tail behavior and limit distribution of maximum of logarithmic general error distribution
• Rates of convergence of powered order statistics from general error distribution
• Higher-order expansions of powered extremes of logarithmic general error distribution
• Higher-order expansions of sample range from general error distribution

This page was built for publication: Tail Behavior of the General Error Distribution

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3391834)