Limiting distributions of extreme order statistics under power normalization and random index

DOI10.1080/17442508.2011.573072zbMath1254.62019OpenAlexW1982797221MaRDI QIDQ3145073

Qin Jiang, Zuo Xiang Peng, Saralees Nadarajah

Publication date: 13 December 2012

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2011.573072

zbMATH Keywords

random indexshifted distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32)

Related Items (6)

On convergence of extremes under power normalization ⋮ The limit theorems for maxima of stationary Gaussian processes with random index ⋮ On tail behaviour ofkth upper order statistics under fixed and random sample sizes via tail equivalence ⋮ Prediction of future generalized order statistics based on exponential distribution with random sample size ⋮ Limit laws for the maxima of stationary chi-processes under random index ⋮ On large deviations of extremes under power normalization

Cites Work

• On max domains of attraction of univariate \(p\)-max stable laws
• Sur la distribution limite du terme maximum d'une série aléatoire
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
• A form of regular variation and its application to the domain of attraction of the double exponential distribution
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