Moments and cumulants of the extremes of a sample from a uniform distribution

DOI10.1016/j.spl.2018.10.006zbMath1406.60026OpenAlexW2897101658MaRDI QIDQ1726792

Christopher S. Withers, Saralees Nadarajah

Publication date: 20 February 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2018.10.006

zbMATH Keywords

orderEdgeworth expansionunbiasedness

Mathematics Subject Classification ID

of extreme values; tail inference&go=Go Statistics of extreme values; tail inference (62G32) distributions: general theory&go=Go Probability distributions: general theory (60E05)

Cites Work

• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Nonparametric confidence intervals for functions of several distributions
• The joint distribution of the sample minimum and maximum from a smooth distribution on \(\left[w_1, w_2\right\)]
• Asymptotics for the maxima and minima of Hüsler-Reiss bivariate Gaussian arrays
• Maxima and minima of independent and non-identically distributed bivariate Gaussian triangular arrays
• Limit properties of exceedances point processes of scaled stationary Gaussian sequences
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Moments and cumulants of the extremes of a sample from a uniform distribution