Diagnostic plots for identifying max domains of attraction under power normalization

DOI10.1080/02664763.2017.1421915OpenAlexW2784006022MaRDI QIDQ5036339

Sreenivasan Ravi, Deepesh Bhati

Publication date: 23 February 2022

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2017.1421915

zbMATH Keywords

\(p\)-max stable lawspower normalizationextreme value lawsFréchet probability plotGumbel probability plot

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cites Work

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• The qq-estimator and heavy tails
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• On convergence of entropy of distribution functions in the max domain of attraction of max stable laws
• On The Intersection Of Max Domains Of Attraction Ofp-Max Stable Laws and the Class of Subexponential Distributions
• Generalized inverse Lindley distribution with application to Danish fire insurance data
• Testing the Gumbel hypothesis by Galton's ratio

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