Extreme value modeling under power normalization

DOI10.1016/J.APM.2013.05.045zbMath1428.62194OpenAlexW2060769631MaRDI QIDQ1792375

H. M. Barakat, E. M. Nigm, O. M. Khaled

Publication date: 11 October 2018

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2013.05.045

zbMATH Keywords

maximum likelihood methodgeneralized Pareto distributionsgeneralized extreme value distributionpower normalization

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Point estimation (62F10) Statistics of extreme values; tail inference (62G32)

Related Items (9)

SOME MEASURES INFORMATION FOR GENERALIZED AND q-GENERALIZED EXTREME VALUES AND ITS PROPERTIES ⋮ Bootstrap method for central and intermediate order statistics under power normalization ⋮ A new flexible extreme value model for modeling the extreme value data, with an application to environmental data ⋮ Limit theorems for order statistics with variable rank under exponential normalization ⋮ A note on domains of attraction of the limit laws of intermediate order statistics under power normalization ⋮ The Hill estimators under power normalization ⋮ ADDITIONAL EXTREME DISTRIBUTION FOR MODELING EXTREME VALUE DATA ⋮ The estimations under power normalization for the tail index, with comparison ⋮ Improved inference for the generalized Pareto distribution under linear, power and exponential normalization

Cites Work

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• Maximum likelihood estimation in a class of nonregular cases
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• Limit distributions of generalized order statistics under power normalization
• Theory and application of some classical and generalized asymptotic distributions of extreme values

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