Samples of iid Lognormals: Approximations for Characteristics of Minima

DOI10.1080/03610918.2013.863924zbMath1338.62147OpenAlexW2056088091MaRDI QIDQ2809623

Reinhard Brandner, Ernst Stadlober

Publication date: 30 May 2016

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.863924

zbMATH Keywords

heuristic approachextended power modelfinite (small) samplesminima of iid lognormals

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Statistical decision theory (62C99)

Cites Work

• Unnamed Item
• Analysis of extreme values of natural processes: Statistical description of the maximum
• Order Statistics
• A First Course in Order Statistics

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