Limit distributions of generalized order statistics under power normalization
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Publication:4266714
DOI10.1080/03610929908832362zbMath1045.62508OpenAlexW1991095932MaRDI QIDQ4266714
Publication date: 1999
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929908832362
Asymptotic distribution theory in statistics (62E20) Order statistics; empirical distribution functions (62G30)
Related Items (16)
SOME MEASURES INFORMATION FOR GENERALIZED AND q-GENERALIZED EXTREME VALUES AND ITS PROPERTIES ⋮ Expansions on extremes from logarithmic general error distribution under power normalization ⋮ A new flexible extreme value model for modeling the extreme value data, with an application to environmental data ⋮ Some new characterizations of max domains of attraction of Fréchet and log-Fréchet laws under power normalization ⋮ Limit theory of generalized order statistics ⋮ Comparison between the rates of convergence of extremes under linear and under power normalization ⋮ On the limit distribution of lower extreme generalized order statistics ⋮ Extreme value modeling under power normalization ⋮ The Hill estimators under power normalization ⋮ Domains of attraction of asymptotic distributions of extreme generalized order statistics ⋮ ADDITIONAL EXTREME DISTRIBUTION FOR MODELING EXTREME VALUE DATA ⋮ Asymptotic theory of extreme dual generalized order statistics ⋮ The estimations under power normalization for the tail index, with comparison ⋮ On large deviations of extremes under power normalization ⋮ Extreme Value Analysis for Progressively Type-II Censored Order Statistics ⋮ Improved inference for the generalized Pareto distribution under linear, power and exponential normalization
Cites Work
- Extreme value theory of generalized order statistics
- On max domains of attraction of univariate \(p\)-max stable laws
- A concept of generalized order statistics
- A note on domains of attraction of \(p\)-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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