The asymptotic behaviour of the maximum of a random sample subject to trends in location and scale

DOI10.1515/ROSE.2009.003zbMath1221.62077OpenAlexW2039800487MaRDI QIDQ3077686

Christopher S. Withers, Saralees Nadarajah

Publication date: 22 February 2011

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2009.003

zbMATH Keywords

trendextreme valuesgamma type tailspower type tails

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Statistics of extreme values; tail inference (62G32)

Related Items (3)

Cornish-Fisher expansions for sample autocovariances and other functions of sample moments of linear processes ⋮ Asymptotic behavior of the maximum from distributions subject to trends in location and scale ⋮ The bias and skewness of \(M\)-estimators in regression

Cites Work

• Extreme value theory for processes with periodic variances
• On Stochastic Limit and Order Relationships

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