Information-theoretic convergence of extreme values to the Gumbel distribution
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Publication:6198975
DOI10.1017/jpr.2023.37arXiv2007.03569OpenAlexW3040239739MaRDI QIDQ6198975
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Publication date: 23 February 2024
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.03569
Information theory (general) (94A15) Statistical aspects of information-theoretic topics (62B10) Statistical distribution theory (62Exx)
Cites Work
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- The continuous and differentiable domains of attraction of the extreme value distributions
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- Some inequalities satisfied by the quantities of information of Fisher and Shannon
- The entropy of ordered sequences and order statistics
- Entropy and the Law of Small Numbers
- On convergence of entropy of distribution functions in the max domain of attraction of max stable laws
- The Reversed Hazard Rate Function
- Maximal Correlation and the Rate of Fisher Information Convergence in the Central Limit Theorem
- The convolution inequality for entropy powers
- A First Course in Order Statistics
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