Modelling extremal data
DOI10.1080/00949655.2016.1238089OpenAlexW2527467033MaRDI QIDQ5106831
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Publication date: 22 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2016.1238089
extreme value distributionsdensity generatorsample size planning\(l_{n, p}\)-dependency\(l_{n, p}\)-symmetric distributionsunivariate marginal density generator
Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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Cites Work
- Exact distributions of order statistics of dependent random variables from \(l_{n,p}\)-symmetric sample distributions, \(n\in\{3,4\}\)
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- Extreme Value Theory and Statistics of Univariate Extremes: A Review
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