ON THE PROBABILITY OF BEING MAXIMAL

DOI10.1111/J.1467-842X.2008.00524.XzbMath1337.62112OpenAlexW2157062550MaRDI QIDQ2810365

Deyuan Li

Publication date: 1 June 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.2008.00524.x

zbMATH Keywords

extreme value theorydemandrandom utilitynear-maxima

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Statistics of extreme values; tail inference (62G32) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (1)

Asymptotics of the convex hull of spherically symmetric samples

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The continuous and differentiable domains of attraction of the extreme value distributions
• Limit laws for the number of near maxima via the Poisson approximation
• On the number of near-maximum insurance claim under dependence.
• Remarks on domination of maxima
• Second-order regular variation and rates of convergence in extreme-value theory
• Tail approximations to the density function in EVT
• Approximations to the tail empirical distribution function with application to testing extreme value conditions
• The number and sum of near-maxima for thin-tailed populations
• ON THE NUMBER OF RECORDS NEAR THE MAXIMUM
• A remark on quadrant normal probabilities in high dimensions

This page was built for publication: ON THE PROBABILITY OF BEING MAXIMAL