Dispersion models for extremes
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Publication:650741
DOI10.1007/s10687-009-0093-7zbMath1226.62009arXiv0712.4323OpenAlexW2072371186MaRDI QIDQ650741
Bent Jørgensen, Yuri Goegebeur, José Raúl Martínez
Publication date: 27 November 2011
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0712.4323
generalized extreme value distributionconvergence of extremesextreme generalized linear modelhazard location familypower slope functionquadratic slope function
Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Generalized linear models (logistic models) (62J12) Statistics of extreme values; tail inference (62G32)
Related Items
Discrete dispersion models and their Tweedie asymptotics, The limiting behavior of some infinitely divisible exponential dispersion models, Dispersion models for geometric sums, Construction of multivariate dispersion models
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Cites Work
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