Slash distributions, generalized convolutions, and extremes

DOI10.1007/s10463-022-00858-yOpenAlexW4313443341MaRDI QIDQ6173729

Tomasz J. Kozubowski, Marek Arendarczyk, Anna K. Panorska

Publication date: 13 July 2023

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-022-00858-y

zbMATH Keywords

heavy tails extreme value theory Pareto distribution slash distribution generalized convolution Kendall convolution

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Asymptotic properties of extremal Markov processes driven by Kendall convolution ⋮ How exceptional is the extremal Kendall and Kendall-type convolution

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