On convergence of entropy of distribution functions in the max domain of attraction of max stable laws

zbMath1258.60021arXiv1402.0277MaRDI QIDQ4898979

Ali Saeb, Sreenivasan Ravi

Publication date: 4 January 2013

Full work available at URL: https://arxiv.org/abs/1402.0277

zbMATH Keywords

extreme value distributionsgeneralized Pareto distributionsShannon entropyp-max stable lawsgeneralized log-Pareto distributionsl-max stable laws

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Probability distributions: general theory (60E05) Measures of information, entropy (94A17)

Related Items (4)

SOME MEASURES INFORMATION FOR GENERALIZED AND q-GENERALIZED EXTREME VALUES AND ITS PROPERTIES ⋮ Diagnostic plots for identifying max domains of attraction under power normalization ⋮ Information-theoretic convergence of extreme values to the Gumbel distribution ⋮ IPO estimation of heaviness of the distribution beyond regularly varying tails

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