Tail Behavior and Extremes of Short-Tailed Symmetric Distribution

DOI10.1080/03610920903132087zbMath1201.62060OpenAlexW2059492988MaRDI QIDQ2786270

Zuo Xiang Peng, Fu-ming Lin

Publication date: 21 September 2010

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

Full work available at URL: https://doi.org/10.1080/03610920903132087

zbMATH Keywords

extreme value distributionsymmetric distributionsshort-tailedtail properties

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)

Related Items

Asymptotic properties for distributions and densities of extremes from generalized gamma distribution ⋮ A General Version of the Short-Tailed Symmetric Distribution ⋮ Tail behavior and extremes of the beta-normal distribution ⋮ Convergence rates of limit distribution of maxima of lognormal samples ⋮ Rates of convergence of extreme for STSD under power normalization ⋮ On the Rate of Convergence of STSD Extremes ⋮ Convergence rate of extremes from Maxwell sample ⋮ Tail behavior of the generalized Maxwell distribution

Cites Work

• Unnamed Item
• Unnamed Item
• Estimating parameters in one-way analysis of covariance model with short-tailed symmetric error distributions
• Extremes and related properties of random sequences and processes
• Dependency and false discovery rate: asymptotics
• Bounds for the t-tail area
• Note on an extension of rational bounds for the t-tail area to arbitrary degrees of freedom
• Tail Behavior of the General Error Distribution
• Asymptotic Tail Properties of Student'st-Distribution