On convergence of extremes under power normalization

DOI10.1007/s10687-012-0161-2zbMath1281.62126OpenAlexW1974899638MaRDI QIDQ385626

Yuliang Shuai, Zuo Xiang Peng, Saralees Nadarajah

Publication date: 2 December 2013

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-012-0161-2

zbMATH Keywords

extreme value distributionmoment convergencepower normalizationdensity convergence

Mathematics Subject Classification ID

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

Related Items (5)

Higher order asymptotic behaviour of partial maxima of random sample from generalized Maxwell distribution under power normalization ⋮ Expansions on extremes from logarithmic general error distribution under power normalization ⋮ Second order expansions of distributions of maxima of bivariate Gaussian triangular arrays under power normalization ⋮ Distributional expansions on extremes from skew-normal distribution under power normalization ⋮ On large deviations of extremes under power normalization

Cites Work

• Comparison between the rates of convergence of extremes under linear and under power normalization
• On max domains of attraction of univariate \(p\)-max stable laws
• A note on domains of attraction of \(p\)-max stable laws
• Limiting distributions of extreme order statistics under power normalization and random index
• Max Domains of Attraction of Univariate and Multivariate p-Max Stable Laws
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